To unlock each ending, you must finish the game a certain way. For ending N, you'll need to:
Optional: You can start at Civitavecchia (level 2 below).
Level 1 - Keep left.
Intermission 1 - Stay with Olga.
Level 2 - Drive carefully without crashing and keep right.
Intermission 2 - Keep Olga.
Level 3 - Pick up the hitchhiker and speak to her about Red Brigade or terrorists and with the rest of the conversation head to the assumption that she is a terrorist too.
Finale - Nothing.
Video courtesy of Dernop