Project Zero 2 Crimson Butterfly
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First Ending
This ending is the default ending which occurs when you have beaten the Kusabi and completed the game on Easy, Normal and in the Xbox version Hard mode.  Mio finally finds Mayu standing by the Hellish Abyss and together they perform the Crimson Sacrifice.  The Mourners then pick up Mayu's body and drops it in the Abyss, Mio suddenly regrets what she has done and runs to the pit, only to see a Crimson butterfly rising. Just as Mayu (as the butterfly) says "Thankyou", the ending theme Chou begins and Mio chases the butterfly of her sister up to the top of the village and finally loses her and then collapses in tears, the sun rises and the village is freed.  After the credits, Mio sits alone on a bench looking out at a lake, a small red butterfly shape appears on her neck then the games ends.
Game Over Ending
This happens when you decide to leave your sister behind at the beginning of the Final Chapter.  You are given two chances to turn back before you leave.  Mio escapes through the Shrine like the two escaping twins did. Mayu's voice then echoes asking Mio why she is leaving her.  Sae appears before her and Mio then wakes up in the forest alone.  This then shows the Game Over screen, so technically you don't complete it.
Second Ending
This is shown after the game is completed on Nightmare mode or Hard mode on the Playstation 2 version.  After the Kusabi have been beaten, you will then begin Chapter Zero.  You battle Sae ad then the ending begins.  Mayu and Sae split apart and fall back into the Hellish Abyss, Mio grabs Mayu and Sae falls back into where she came from. Itsuki then shouts to Mio, not to look into the Abyss, but she does anyway and then becomes blind.  Mio and Mayu then leave the village together and after the credits, Mio and Mayu sit on the bench looking out a lake.  Mio's eyes are covered with a bandage.
XBox Extra Endin
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As usual Microsoft are being special and giving fans a new ending to unlock on the second one aswell! Wahoo! Now then, to unlock this you have to complete the game on Nightmare mode on the Xbox.   Mio makes it to Mayu intime just as she crosses through the last archway to the Hellish Abyss. Here Yae appears from Mio and Sae appears in Mayu,  Sae and Yae have a conversation and Yae appologizes, after being forgiven a Mourner points to the Abyss and Yae and Sae hold hands resulting in their ceremony cords joining.  Both of them fall into the Abyss, just as they do, Mio reaches for Sae and pulls out Mayu.  After cuddling a Crimson butterfly comes out of the abyss and says "Thankyou" then millions of butterflies follow on.  The butterflies then spread across the village and a very sweet scene follows with all the ghosts of the villagers looking to the sky and the butterflies.  This includes, Masumi, Miyako, Itsuki, Mutsuki and Chitose.  Mio and Mayu then hold hands and leave the village when the sun rises, they then promise to be with each other forever. Aww.
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