I borrowed Shadow of the Colossus from a friend and it reminded me so much of the ICO demo that I played a few years prior that I looked it up on wikipedia and was surprised to learn that it was intentional, as their stories are connected. After playing SotC for a while, I bought both games on eBay for like $20 each and love them both. I can understand how people could get bored with them, but the isolation and loneliness is an essential part of the atmosphere of the games. Also, the soundtrack, particularly for SotC was incredible! I even downloaded them so that I can listen to them whenever I want
Ico is actually supposed to be related to the SOTC storyline in some form or fashion. Apparently there's supposed to be a game in development by the same people that reveals more about the overall storyline.
I never had the chance to pick Ico up.. considering it's rarity... but eventually I plan to buy it and play through it, as I've heard nothing but great things.
SPOILER
The further you get in SotC, the more Wander's health is depleted. You may not notice your first time playing the game because it's such a gradual process, but his hair slowly turns from dark brown to white, his shoulders begin to sag, his skin gets more veiny and he grows horns. This is because 1/16th of Dormin's essence is trapped in each idol, and a mortal can only destroy the idols by killing the colossi, which are their living embodiments. Also, the mortal must wield that specific sword, as it is necessary to locate the colossi, find their weak points and kill them (you can damage them with arrows, but only the sword can kill them). Anyway, the more idols you smash, the more Dormin's spirit is freed and he is gradually more able to transform you into a host for his own spirit. At the end of the game, a bunch of major shit goes down between Dormin (in Wander's host body) and the group of shamans who've been tracking Wander throughout the game and after they cast some spell locking Dormin in the temple again, Wander's body is somehow transformed into a baby, but it retains the horns. As was the deal between Wander and Dormin, Mono is resurrected, but she basically just finds herself in a temple with a horse and a baby with no idea about anything that's happened. Then the game ends with her riding the horse out of the forbidden land and carrying the baby, presumably to a safer place.
ICO was released first, but it is actually the sequel to SotC, taking place several hundred years later. From what I gather, baby Wander grows up, possibly with no recollection of the events of SotC, and is the first of a series of cursed horned children. The story of ICO states that in every generation, a horned boy is born and he is blamed by his superstitious society for anything that goes wrong. Whether or not the birth and life of the horned child are actually responsible for any of it (through the work of any remnants of Dormin's spirit?) is not specified, but never-the-less, the society looks forward to the good luck that will be brought by the sacrifice of the child on his twelfth birthday. Basically, the entire game begins when ICO accidentally escapes from his sacrificial tomb and finds that girl, Yorda.
I'm definitely looking forward to the release of the third game though, because there are a lot of questions that have (intentionally) been left unanswered, such as whether or not Yorda and Mono are related, or if Mono is the Queen who wishes to possess Yorda, what is the relevance of the horned boys to the story of the Queen and Yorda, and is the sword in the cave at the base of the castle in ICO in any way related to the sword used by Wander in SotC?
My personal suspicion is that Mono goes back to Dormin's temple later in her life to figure out what happened and Dormin either tricks her, or makes a deal with her to do something for him/her/it, so that together they can become the Queen, allowing her to live eternally by possessing others, while Dormin can live outside of the temple and that Dormin somehow needs to tap into a missing part of himself that is trapped within the horned boy genotype in order to make everything fall into place. I really hope this isn't the case though, because if it were all that simple and I was able to predict it so easily, that would ruin the story for me.