they were brothers http://en.wikipedia.org/wiki/Sub-Zero_(Mortal_Kombat)
Then again, you can rarely trust wikipedia with this shit
I can't trust my own knowledge because it's been so fucking long since I've played any Mortal Kombat game.
That - alongside Devil May Cry 4 - is the ONLY reason I'm even considering getting an Xbox 360 or a PS3. That, and Super Puzzle Fighter II Turbo HD Remix