There are no story missions, just side missions.
After completing the game, after the game's credits. You are only reloading the last check point each time which allows you to pick a different ending. Read the objectives, it pre-loads you back to the game state before the last mission, telling you to again choose to leave town or stay.
Yes you can click continue after the credits, but it does not put you into a free roam mode. Originally posted by kesat:After you get back to the main menu just 'continue' the game and you are in free roam mode (no story mission, just side mission available).