Robot Chicken was right. Just because the Second Deathstar gets destroyed and the Emperor gets killed, how can the Empire end if they still have lots of Imperial Stormtroopers and control many planets.
My best guess is the books and the expanded universe can help you if you really want to know what happened to the Empire after ROTJ.
I've skimmed some stuff on wookiepedia before and it seems that they actually went on pretty long after the Emperor 'died'. And apparently the emperor comes back many times for some reason, and Luke becomes evil for a while. And other nonsensical actions that would probably make star wars lovers upset. But I've never read the books so I won't give my own opinion.
It doesn't end, it continues on in the expanded universe. I highly recommend you start with The Thrawn Trilogy by Hugo Award Winner Timothy Zahn (The first book is Heir to the Empire) which much to Lucas dislike is what brought back the love of Star wars you can practically hear the Star wars theme as you read it. I would avoid the novelization of episodes 4-6 and the novelization of episodes 1-2-3. If you do plan to read stay away from the Jedi force series. Basically every book has to be approved by George Lucas himself. The Sith live on. http://timelineuniverse.net/Holocron.htm here's a good web site for finding information on Starwars novels.