Obviously, there are spoilers, but I won't be hiding them since you're looking at the endings.
There are 17 endings in Heavy Rain, without copy and pasting paragraphs upon paragraphs, I'm just posting the links which provide detail ways to get the ending and a short description of what must happen.
use chapter select to play the vital parts (i.e. a character's death), but after that, the game MUST BE PLAYED NORMALLY
(meaning you can't get Ethan arrested then jump to the very end).Ethan's EndingsEthan's Grave
(Ethan dies at the warehouse)A New Start
(Ethan and Shaun move into a new apartment, Ethan must reject or not forgive Madison)A New Life
Ethan, Shaun and Madison move into a new apartment, Ethan must kiss and forgive Madison)Origami Blues
(Ethan survives, Shaun dies, Madison in not kissed or forgiven)Tears in the Rain
(Ethan survives, Shaun dies, Madison is kissed and forgiven)Helpless
(Ethan is arrested and does not escape, Shaun dies)Innocent
(Ethan is arrested, does not escape, Shaun lives)Madison's EndingsDead Heroine
(Ethan dies, and/or rejects Madison and/or is arrested during The Old Warehouse, Madison reaches the warehouse and Shaun lives)Square One
(Ethan dies, or rejects Madison and is arrested, Madison doesn't reach the warehouse or Shaun dies)Jayden's EndingsUploaded
(Shaun and Jayden survive, but Jayden doesn't make it to the warehouse)Case Closed
(Jayden reaches the warehouse, Shaun is saved)Smoking Mirror
(Jayden lives, NO ONE reaches the warehouse)Scott's EndingsOrigami Grave
(Scott dies at the warehouse)A Mother's Revenge
(Scott survives and is not caught, Lauren survives)Unpunished
(Scott survives and Lauren drowns in the car)
All endings pulled from the wikia
Thanks to MegaZeroX7 for pointing out my mistake.