Endings
Each ending must be acquired by meeting a different criteria throughout the entire adventure. Deciding factors are whether or not you kill many enemies, forgive the person in the confession box, and take or avoid damage from enemies.
Normal Ending
This is the ending you're most likely to achieve first. Basically, just breeze through the game normally, killing only what needs to be killed and avoiding what needs to be avoided.
Possessed Ending
To acquire this ending, you must kill over 100 enemies (displayed on the Results screen). You must also acquire 1000 points of damage, so let every monster in the game hit you once. Forgive the person in the confession box, as well. Since you'll spend much of the game being a vicious killer, the very fitting Possessed Ending ensues after the final battle. This cannot be acquired on the first playthrough, and is best tried at in Normal or Hard Mode, with the Unlimited Submachine Gun.
Revenge/UFO Ending
Acquire the Heather Beam. Then, in a replay game, use it on at least 30 monsters. In Harry's apartment, the ending will occur and the game will end right there.