Since I've seen that there are a lot of people who, like me at first, have doubts about the game's finals, here's my guide.

Yes, there are two alternative finals besides the basic one, both of which are unlockable only by doing certain things before the final boss. The good thing is that when the game finishes, you will re-start before the end, so you can try the other finals right away if you've unlocked them. In case you have not unlocked them the first time, you can do what is needed to unlock them after the boss and then go back again to him, easy!

This alternative endigs are the very core of the experience for me, not only because you will need to explore better the world to find what you need to unlock them (exploration is the key of the game), but mostly because they will explain REALLY what it's happening, who are you and what will really happen after the final boss battle. Unlocking the endings you will assist to important dialogues during the story (the important part) and a different video after the boss battle, based on what you will do after the fight.

Very simple, just collect at least 7 bones. Even if they are hard to find sometimes there are more than 7 in the world (I don't know the precise number). Once you collect them, go to talk with the skull that is under the circular temple after the end of the tutorial and do all the dialogues possible with him.

Exiting from this place, and once defeated the boss, you will have the chance to place the mark on the machinery... I can't say more! The relative icon will tell you were.

Take at least 100 dry artifact. This will allow the formation of a staircase made of dry artifact inside the purple room located in the merchant's liar. 100 seems a huge number but it is easy to make such a number if you go to the sanctuary area between the islands where it is full of enemies with 4 artifacts attacked.
Once you open the door at the end of the stairs you will find that you need to have activated at least 15 crystals of the towers-miccanisms that are very common since the beginning of the game, it is easy to get such a number if you keep your eyes open from the first steps.

Once you meet these requirements go through the door that will open and enjoy what's behind. Exiting from this place, and once defeated the boss, you will have the chance to escape the boss area instead of activating the mechanism, with a special icon indicating this :P