Looking at all six films and the complete story they tell, it is clear that four characters know the full story: Obi-Wan, Yoda, Darth Vader, and Darth Sidious, but as was suggested in the last edition of eBay Today, it is reasonable to believe that Chewbacca may have been in on the game plan as well, but he wasn't the only one. Both See-Threepio and Artoo-Detoo saw the republic go to hotel echo lima lima, and while the golden protocol droid had his memory erased, the diminutive astromech kept all his marbles. R2. Knows. Every. Thing.
Think about that for a second. He knows about the secret wedding of Anakin Skywalker and Padm? Naberrie Amidala. He's hung out with them while they discussed their most intimate thoughts. He saw how their love for each other was an escape from their duties (like every marriage is meant to be). He may have even been in the same room while the young lovers discussed what they would name their child.
Artoo also saw what was happening to his Midi-chlorian rich ally. While he wasn't there for the transition, he was the first character after Order 66 to see what had become of the good man he so often fought along side of and rescued more than once. (watch Revenge Of The Sith again, and note that Artoo was already in the Jedi Starfighter that Vader took to Padm?'s apartment.) As mentioned a couple of editions back, Artoo couldn't go down that same path as his friend, and while, over the years, the two of them have been in the same space they never crossed paths again. Mustafar was where their great partnership ended, and for the decades that followed, poor Artoo couldn't even express his loss since the only guy who could understand him had no memory of the stuff he was talking about and would react negatively.
Think about this: When Luke met up with Obi-Wan Kenobi in A New Hope, Artoo knew who he was. He knew it was Luke's father's best friend before things went south. He knew the crazy old wizard was the man that protected Luke's mother when she was a teenage queen. Artoo also knew that Obi-Wan was the first person to hold Luke when he was born. That means he also knew that Leia Organa was really the offspring of Anakin and Padm?, yet he had to resist shuddering in horror whenever she and Luke would flirt. Let's not mention the kiss on Hoth. And when he went to Dagabah with Luke, he knew the little green dude that was messing with Luke was really one of the most powerful Jedi ever.
*Ah, Heir To The Empire. It shook the Star Wars community awake and quenched our thirst, but let us never forget that it had Luke Skywalker and Artoo trapped on a planet covered in Force-repelling tree snakes**, and instead of the little droid doing what he does best, we are left with a twist that has Luke short circuiting a door lock with his bio-organtic artificial hand! Not unlike the horrific moment where we heard Luke yell as he plummeted away from Vader in the Special Edition of The Empire Strikes Back, once read, we can never, ever unread it.
**Seriously? Force-repelling tree snakes? Did someone at Lucasfilm forget Yoda's "Luminous beings are we, not this crude matter" speech?