Mission 142: Before They Bury You
There are three endings to choose from. In the first, you take Father James' advice, and get out of town.
The epilogue hints at Lincoln's life after New Bordeaux (not exactly storybook), and describes the fate of the city itself, based on which boss or bosses had the most power when you left.
In the second, you take Donovan's advice, and kill all your erstwhile partners. This ends badly for everyone, as it turns out.
In the third ending, you rule the city with your underbosses, becoming the new Sal Marcano, to your vast enrichment, and the utter despair of Father James.
If you want to see all three endings, play them in that order. After the credits roll, the first two options will allow you to 'CONTINUE' to just before your choice. The third one locks you into a post-game free roam mode. Speaking of the credits, you should watch them. Not just because a lot of people put a ton of effort and life into making this game, but also for a scene which explains a bit about Donovan's (slightly far-fetched) motivations, and why he's been in front of that Senate tribunal this whole time.
And that's the game! That final free roam mode is yours to snag any loose collectibles you want, or go back to the jump ramps you were always to busy to try. There's not really any more game left, but after all that, does there need to be?
I hope you enjoyed your time with MAFIA:III and this walkthrough - we'll see you next game!