Guilty Gear X
In the Guilty Gear X Plus story mode, Millia has two story paths. Both involve her killing Zato, though the 1st ending has him speak to her as he’s dying, while the 2nd ending is much more hopeful with a fan approaching her, asking her to cheer up. There is a playthrough of her story paths on Nicovideo below:

Guilty Gear XX
In her Guilty Gear XX story, she has 3 paths. They all involve her trying to find Eddie, who has taken over Zato’s body, and trying to find I-No, who has given out false bounties of Millia in the hopes of Millia and Eddie finding and killing each other. In the 1st story ending, she finds Eddie but Slayer stops her and she is unable to defeat him. Slayer tells her that her hair has the same origins as Eddie and that she will soon become like him. In the 2nd story path, she defeats Slayer and kills Eddie but has trouble convincing herself that it’s over afterwards. In the 3rd story path she kills Eddie and confronts I-No, defeating her. She buries Zato and leaves Zato’s blindfold and her hair on his grave, feeling refreshed and much more happy than her other endings. A playthrough of all her story paths is available on Youtube below:

Guilty Gear XX Accent Core
Her AC+ story is much more depressing. In both paths, both Slayer and Faust warn her of her hair’s parasitic nature, and urge her not to use her power anymore. She is confronted by Venom, and defeats him, but decides to spare his life in exchange for making him promise to leave her alone. In the first path, she finally encounters Eddie and kills him. An army of Robo-Kys then tracks her down, and she flees so that she can live out the remaining years of her life in peace. In the 2nd path, her hair takes over her mind and she begins to go on a killing spree, but is stopped by a man who has been stalking her for awhile. He stabs her, and she regains her composure, thanking him for killing her. Unfortunately there doesn’t seem to be a playthrough video of the English version of Accent Core Plus, so we’ll have to make do with a Japanese one.