In what ways can a game of XCOM:EU end?

There are only two possible outcomes to the game, winning, by killing the "priests" at the temple ship, or losing, where 8 nations have left the XCOM project.

There is another condition, where the volunteer (the soldier used in the gallop chamber) must survive the final battle (temple ship). However, if they die during the mission, you will be prompted to reload the game and no cut scene is shown. This happens also when playing in Iron-man mode.

Those are all the endings available.