The different endings are triggered depending on how you overrun Chicago.
The obvious ending can be seen of course by taking over Chicago one by one, until you kill Santucci in the South Side.
Another way however is through Lola, your girl-friend! You can either treat her really bad or use her as a bait; in both cases, you'll end up finding her in Santucci's residence, where you get to kill him - regardless of what other parts of Chicago you already run. However, if you did treat Lola badly, you're in for a very bad surprise!
The third ending is still unknown.
One of the manual pages lists the following as a FAQ:If the sun's on fire, how come there isn't any smoke?
The King of Chicago
was in development for over two years.
The facial expressions in King of Chicago were manipulated by a system originally meant for animating computer actors called Dramaton, created by Doug Sharp