There are several possible endings to the story of Heavy Rain. One ending may be having all the characters die and not finding the Origami Killer. Another may be having all the characters survive and eventually find him. The main points that decide the ending the player receives are who is alive, who is dead, and whether Shaun Mars was saved or not.
The ending is presented as a series of epilogues, starting with "News Report" and followed by epilogues for each of the playable characters.
Ethan survives and is not imprisoned; Shaun survives; Madison is kissed, forgiven, and survives.
Ethan, Madison and Shaun prepare to move into their new home together; it is implied that Ethan and Madison are now married. Madison tells Ethan that they've earned their peace after everything they've been through, and someday it will feel like nothing more than a dream. She then laughs as she watches Ethan playfully chase his son.
Ethan survives and is not imprisoned; Shaun dies; Madison is kissed, forgiven, and survives.
Ethan and Madison are visiting Shaun's grave. Ethan is visibly upset, but Madison tries to console him, encouraging him to start a new life and family with her and telling him that she loves him. Ethan asks Madison to wait for him as she turns to leave, then pulls out a gun and shoots himself before she can stop him, leaving her to cry over his body.
Madison reaches the warehouse and survives; Shaun survives; Ethan never kisses Madison, rejects her, is imprisoned, or dies.
Madison saves Shaun and is praised as a heroine. She appears on a talk show and writes a book titled Heavy Rain about her experience. At a book signing, someone named Vincent says that she deserves a more "ferocious" adversary. When she looks up, he's gone.
Madison survives, but does not reach the warehouse; Ethan never kisses Madison, rejects her, is imprisoned, or dies.
Madison's insomnia begins to get worse as she can't tell reality from her dreams. After Sam leaves another message on her phone (clearly worried about her), intruders from her first scene surround her.
Captain Perry invites Carter Blake to Norman's funeral, but Blake immediately declines. Perry does not mind, allowing Blake to keep Norman's ARI glasses. Blake puts them on, and sees Norman in the simulated environment, much to his shock. This implies that Norman's persona, through overuse of ARI, was "uploaded" to it, and still lives after death through the glasses as a digital ghost.
Both Norman and Shaun survive, but Norman does not reach the warehouse.
Unable to resolve the case, Norman resigns from the FBI, saying that he wants to live a normal life. His boss tells him that he can keep the ARI glasses because a newer model will become standard issue next month. Norman declines his offer, saying they won't help him in the real world. He places the glasses on the desk and leaves.
Norman reaches the warehouse and survives; Shaun survives.
Norman is hailed as a hero and appears on a talk show. Later, he is seen in a bathroom, and flushes a vial of Triptocaine down the toilet, overcoming his addiction. He is then seen in a new office working with ARI, and sees miniature tanks appear on his desk. He sees them again even after he takes the glasses off, implying that Tripto, ARI, or both have damaged his brain.
Norman survives, but does not reach the warehouse; Shaun dies.
Norman is in an ARI environment without the glasses, talking with an off-screen voice about his guilt over not saving Shaun Mars. The voice warns him about the dangers of using Triptocaine as a solution, and that the drug may have already affected him more than he realizes. The voice is revealed to be a copy of Norman himself, and the scene transitions to Jayden in a motel room, on the floor, dying of a drug overdose.
If Shaun dies and Ethan lives, Ethan will always commit suicide.
While it is possible for all four playable characters to die at the end of the game, it is impossible for all of them to survive - even if they have survived their in-game chapters, all of the characters except Madison can still die in their epilogues.
Lauren and at least one of the other playable characters must die in order for Scott to survive his epilogue.
If Ethan arrives at the warehouse alone, he must choose not to shoot Scott (and will be gunned down by the police as he leaves).
If Norman or Madison arrive at the warehouse, the one who fights Scott must lose (and will be killed as a result).
If no one arrives at the warehouse (whether by dying, being imprisoned, or failing to find the address), Ethan will die in his epilogue (as will Norman, if he is still alive).