Hmm. This is a good and tough question for me. Most fighting games I don't typically have a favorite ending for. So instead of favorites, I have a few categories.
Most Funny Endings:
Tekken 3 - Ling Xiaoyu (Not quite the amusement park she wanted. Heihachi park!!)
Tekken 5 - ANY ENDING WITH LEE in IT. His "Thumbs Up" rules supreme.
DOA3 Li Fang - (I'm not sure how intential this is, but the last man she drops, in that ending, falls down like a resident evil zombie. It's hard not to laugh at that one.)
Pocket Fighter - Stuff during the credits is just funny to watch, but most endings are pretty humorous. They also made Ibuki a nutcase, in that game.
Marvel vs. Capcom - The Morrigan/Ryu ending catches you by surprise.
Various Art of Fighting endings in KOF - KOF 96 comes to mind, in particular.
Runner up: Street Fighter Alpha 3. Does Nash have to steal EVERYBODY'S ending? It's just humorous how many character endings he gets into.
Most Unique Ending idea:
Last Blade - Hibiki (Two different endings, depending on how you play through with Hibiki. Still the ONLY fighting game character ever to be able to alter their personality throughout the Single player mode depending on how many true kills she makes, as she progresses - evilly censored away in U.S. releases. A great character. A great Voice actress. The only character in which their performance makes me almost feel generally sorry, for her innocent mental state, when she starts killing.)
Most BAD#&* endings:
I'll have to agree on the Mark of the Wolves stuff. They generally had some rather good endings that screamed for sequels.
The Guilty Gear series kind of falls into this category, and probably is a close one. The dramatics, for most, are a little more downplayed than MOTW, but not bad all around.
and B.B Hood too 
