Each character obtained the final objective to complete in order to finish the game. Let's start with Franklin.
Go to the Penthouse and face Xavier. You will obtain a crystal. Go to the secret room, then switch to Dolores and join the hotel top. Let the father and the daughter speak freely for the last time and Franklin will pass to the afterlife.
Now it's time for Ransome. Go to the dinette and deliver the paper with apologize to the shopkeeper. Retrospection will start. Walk on the scene. This time don't insult anyone and make sure the jokes aren't aggressive. You can insult others for the achievement and then load the game.
As Agent Reyes, go to Nickel News and deliver Chuck's testimony to the reporter. This will clear her father's name.
Time for agent Ray. Go to the convention in the hotel and deliver the statue to the only person in the hall. Now pick up the diagram and you will be teleported out of the game.
As Dolores you must walk to the corpse at the beginning of the game and use the balloon on it (the hint to the riddle could be found in the kickstarter trailer of the game). Go back to the highway and go to the right. Walk through the city and into the factory. Walk inside and pass through the corridors to wireframePillowTron. Enter the device and start pressing all the tubes.
The game will end and the credits will roll. Wait for them to end and you will obtain an achievement. Congratulations, you managed to complete the game!