There is an alternate ending to Shenmue, commonly called the "bad ending". To get it, simply last through to 15th April 1987. A simple way to get it by yourself is on the sneaking into the Old Warehouse District part on disc 2. When you try and sneak in, there is a one button QTE where you have to catch a flashlight. Simply fail this QTE and a day progresses, so simply put the controller down, stroll away, and by the time you have come back to the Dreamcast, it should have progressed a fair few days. It will ask you to save before you see the bad ending.