To unlock each ending, you must finish the game a certain way. For ending E, you'll need to:
Optional: You can start at Civitavecchia (level 2 below).
Level 1 - Keep left.
Intermission 1 - Leave Olga (say "I am alone").
Level 2 - Optionally stop at the bank (you have to drive with normal speed and Lella will pull over automatically - any stoppable building can be recognised by it having a parking space in front of it) and keep left.
Intermission 2 - You can optionally steal a new car here.
Level 3 - You will be chased by police, so do not rush so they are able to arrest you.
Finale - After the interrogation, choose that you were a victim of Gorillas plans.
Video courtesy of Dernop