This page explains how to unlock the All Allies Joined Trophy, and experience the most complete ending to Horizon Zero Dawn.
POTENTIAL MINOR SPOILERS AHEAD
This trophy can be obtained at the very end of the game, when players have managed to recruit all the optional characters to join them during the final mission.
Once all of these have been completed, begin the final mission The Looming Shadow. After the initial moments of the opening cutscene, the Trophy should unlock.
You can still unlock this trophy if you’ve already competed the game, since the open world resets just before The Looming Shadow begins. Simply complete any of the remaining character missions required, then trigger the final mission once again.