I have an idea of which there are different loss messages for different ways of defeat, which appear after clicking ok on the monthly report screen. Each ways has its own message:
2 consecutive poor or terrible ratings: (The Usual) "You have failed to stop the alien invasion. One by one the funding nations sign pacts with the aliens promising technology, prosperity and peace. However it soon becomes clear that the aliens have other plans..."
Unable to erase debt of over $1 mil over 2 months: " Your mismanagement has ruined X-COM. One by one the funding nations sign pacts with the aliens promising technology, prosperity and peace. However it soon becomes clear that the aliens have other plans..."
8 or more countries sign pacts with aliens: "Alien infiltrations have taken their toll. The remaining funding nations sign pacts with the aliens promising technology, prosperity and peace. However it soon becomes clear that the aliens have other plans..."
All bases annexed by the aliens: "The fall of your last base signals the end of X-COM and leaves humanity at the mercy of the aliens. Without the knowledge from the X-COM research project, the aliens encounter little resistance in their final assault on Earth..."
Defeated at Mars: "The Mars operation was a failure. The aliens soon launch a massive retaliatory invasion of earth, too much for even X-COM to handle. Soon all of Earth is overwhelmed and X-COM wiped out..."
