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This is a "Wild Mass Guess" entry, where we pull out all the sanity stops on theorizing. The regular entry on this topic is elsewhere. Please see this programme note.
Shadow of the Colossus
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    Guesses about mortal characters 
Mono was killed with the sword Wander has for most of the game.

The sword was originally Emon's. He had someone kill Mono with it. Wander stole the sword and, via the events of the game, Emon reclaims possession just in time to create the vortex and destroy not only the sword, but also the pool, Dormin and (possibly) Wander. When the sword was destroyed, the magical bridge collapsed and Mono woke up. In fact, the magical bridge collapsed and Mono woke up because the sword was destroyed - it was magical and involved with both of them. The bridge had been constructed via magic spell induced by the sword. Mono's death had been done magically. Destroying the magical sword cancelled out all its magic, including Mono's death.

Wander is already dead. From now on, you're controlling Dormin. The baby at the end is a byproduct of Emon's spell.

Wander died the moment he was stabbed. He went through the same death sequence the Colossi did. The running figure you control both times in Controllable Helplessness is actually Dormin.

The baby is:
  • Neither of them, but was created as a byproduct of the spell. Mono was already revived and was just taking her time to wake up, perhaps because the spell itself takes a long time to act.
  • A side effect of Dormin's ability to revive dead souls gone awry when Dormin tried a last-ditch effort to free itself. Mono was revived and Wander was reincarnated as a newborn.
  • Dormin deliberately sacrificing themselves to protect Wander out of gratitude for their brief stint in a body by reviving Mono, but then incompletely applying the same spell to Wander before annihilation.

Mono has Dormin, or part of Dormin, inside of her
Mono doesn't show any surprise at all. Not to waking up, not to being in a strange place, not to Agro's presence and/or limp, not to finding a baby horned Wander. When Dormin is resurrected in Wander, only his masculine voice is heard.

Mono's sacrifice was an attempt to Screw Destiny from one of Dormin's rivals.
After Dormin was sealed up, many centuries passed, and a young girl named Mono went to see a priest or oracle about something. Her patron diety, a rival god to Dormin, detected she would have some relation to freeing Dormin, freaked out, and had her killed. He/She/They just didn't see that Wander would gum up the works, possibly due to Blue and Orange Morality and thus being unable to understand just how far mortals will go for love.
Wander is a hunter by profession
  • This would explain why he is capable of firing arrows while riding at full gallop, but still fumbles with his swordplay. He is simply trained in using the bow, and not the sword.
    • Plus, most of the gameplay can be described as hunting - and Nimrod mentioned just above was known as a hunter.

Wander comes from a pseudo-Mongolian culture
  • This would explain not only his mastery of the bow, but also his special connection to his horse and his horseback archery skills.

Wander wasn't the only one who got possessed by the Dormin
  • Dormin is fairly obviously a dualistic god. It speaks with both male and female voices, refers to itself as "we", and is said to have dominion over life and death. When Wander defeats a Colossus, a black energy penetrates him, and a black figure is seen next to him before he wakes up. Lord Emon says they're the spirits of the dead (which is backed up by the shadow-men in Ico). Now, aside from the shadows, one other thing changes when Wander kills a colossus: there appears a white dove next to Mono's corpse. This is because she, like Wander, is being slowly possessed by the Dormin; except where he's being possessed by the death (and probably male) part of its spirit, Mono is being possessed by the life part (note how the doves respawn if you kill them). This is how Dormin does its resurrecting mojo; like it says in the beginning, the laws of mortals state that, once dead, they're dead, and Dormin can't mess with Da Rules. But, if they're actually immortal spirits, on account of being vessels of Dormin, there's nothing stopping them from living again. Being possessed by Death would probably prove fatal to Wander, but the Dormin could always revive him, once freed. Unfortunately, Wander ended up losing his physical body entirely, so he had to be completely reborn.
    • One emerging theory states that this Dormin-possessed Mono would later become the Shadow Queen we all know and love. There is a gap in the theory, where the horned boys aren't with her anymore, as the reborn Wander was with her at the ending of Shadow, but it further states that the Shadow Queen seeks the horned boys in order to gather all of the essence of the male part of Dormin, and once again live as one. Furthermore, since her body would be quite aged, she would enter Yorda's body along with the male Dormin.

Wander has supernatural powers of his own. Or else a Charles Atlas Superpower.
How else to explain Not the Fall That Kills You, Made of Iron and Soft Water? In-universe, I mean. Out of universe explanations can range from Hand Wave, They Just Didn't Care and Artistic License - Physics to Art Major Physics, A Wizard Did It, and World Building.

Wander is undead for most of the game.
He actually does die when those first tendrils enter his body from the first Colossus, and the between-boss light we see is the tunnel of light before death. Dormin's power is keeping his soul tied to his body, but it's not perfect with the god still sealed. This is why he seems to survive more and more ridiculous abuse as the game goes on - he's already dead, though he can be knocked out by things that should be fatal.

Mono is an unpleasant person and her cursed fate was a Self Fulfilling Prophecy.
Maybe she wasn't that likable of a person in the first place and Wander happened to have a blind crush on her.

The Miracle Grow Wander Theory
Mono finds a way past that barrier via something in the garden, then rides out with some of the animals. She spends several months taking care of baby Wander, who grows swiftly and remembers much of his past thanks to Dormin, who simply wished to parasite off his energy until They could exist independently of him and take over the world (or what ever it is that malevolent entities with god powers do). Eventually, after these months, his growth slows, as he has returned to the age he was when he started this whole mess, and they find a way out of the forbidden lands. Thus, he and Mono become the progenitors of the horned boys. Now, the line of horned boys eventually melds into a village being subjugated by a body-snatching remnant of Dormin, which recognizes the remnants within the horned boys (which according to Word of God are represented by the horns) and begins demanding them as sacrifices, thus giving us the premise of Ico. Upon killing the Queen, Ico unknowingly defeats Dormin for what is hopefully the last time, and the ensuing descendants of Wander's line will no longer bear the horns.

Mono's cursed fate was to be sacrificed
Making this an example of Self Fulfilling Prophecy.

Mono will raise the new Baby Wander into a fine young horned man...And then she'll marry him.
Word of God states that Wander is indeed the progenitor of the horned boy line, but that progeny has to get started SOMEHOW, right? My guess is that Mono will live in the Secret Garden where she will raise and care for Wander. It's entirely possible that the garden has more than enough fruits and vegetables to sustain them, so Mono and Wander certainly won't starve to death provided the former is a half-decent farmer. As Wander gets older, he'll likely make excursions into the wasteland in search of other fruits and white lizard tails; hardly a banquet, but certainly enough to survive on.

As time goes on and Wander grows up, Mono starts to see him less like a child and more like the man she fell in love with all those years ago. And indeed, as Wander gets older, he starts to remember things about his adoptive mother and his previous life. By the time Wander grows into a young man (let's say 18-ish), he fully remembers his old life as well as his love for Mono. By that point though, Mono will be in her thirties; nearly twice Wander's current age, but that won't matter to either of them.

Mono was inside Wander all along
That's why you always hear her when you pass out.

Wander isn't his real name.
So, we have Mono, Agro, Dormin, Lord Emon, and... Wander. His is the Odd Name Out. Why is that? Maybe it's because it's not a name at all, just an adopted pseudonym for a nameless person. Here's a guess why: he and everyone around him believes that the moment he took the Ancient Sword and ran off to free Dormin and revive Mono, he lost his right to his name for such a heinous act. It's another price he paid for the bargain with Dormin even before talking to the sealed god.
  • Also, relating to the above-mentioned WMG that Wander comes from a pseudo-Mongolian culture, some real-world Mongolian names (particularly Nergüi) literally mean things along the lines of "no name," "not this one," etc., as a means of averting misfortune. He may well have abandoned his real name to avoid some kind of curse (symbolic or otherwise) put on him by someone, like Emon.

Wander is descended from the original people of the Forbidden Land, who long ago faced an assimilate-or-die dilemma.
The people who sealed Dormin were foreigners to what would become the Forbidden Land, and whatever their reasons for sealing Them up, they turned on Their people soon after, assimilating the genocide's survivors as an underclass. Various things hint at Wander being at least somewhat marginalized, like how it seems he couldn't do anything to stop Mono's sacrifice and how he's seemingly abandoned absolutely everything in an effort to save her. Maybe he didn't have a whole lot of social status to abandon in the first place.

     Guesses about Dormin 
Dormin was a competitor deity for Wander's religion.
Dormin is a nature/resurrection god that's kind of a mix of Pan/Osirus/Mithra et al. There was a religious schism that caused his priests to seal him into giant statues and take up a new religion, with the sword as the key to breaking him out. At the end, Dormin is sealed into Wander, meaning he and his descendants (Ico included) are demigods. Hence the fertility god-like horns they all grow and the reason the witch wants them and they're ostracized from society.

Dormin was always planning on giving Wander his body back.
If Emon hadn't interfered, Dormin still would have possessed him, but then released him once they got the rest of their body out of him. The end sequence was the god-bits getting forcibly removed and dragging Wander with them - a bit like the difference between getting stabbed near the heart and open-heart surgery.

The Smokemen in ICO and the similar creatures in Shadow aren't the same things.
The Smokemen who haunt the castle in ICO are actual spirits of dead people. The similar things in Shadow are pieces of Dormin. Smokemen have horns and 'eyes' - Dormin's bits have neither. It's okay, even Emon confuses the two.

Emon didn't re-seal Dormin, he just set them back.
Come on, you expect me to believe that, after the ridiculous lengths someone went to create the Colossi seal, saying a few words over a magic sword is really going to keep Dormin down for very long?

Mono is part of Dormin's seal.
When a colossus is slain, not only is there a shadow-man over Wander, but there is a dove by Mono's body. Dormin never planned to revive her. Instead, they planned to put the female 'voice' (which is gone by the time he is released) into Mono and the male one into Wander. Dormin was meant to exist in two forms from the start, which is why they still refers to themself as 'we', even when they drop the female-half of their voice in the larger, shadow body. Combining their light and dark aspects effectively handcuffed them and confused their power.

Emon's ancestors sealed Dormin
A shaman in the past did the sealing, stories of which have been told and passed down in Wander's culture. The sword used to slay Dormin was passed down to Lord Emon, which Wander stole.

Agro's Survival
is proof of Dormin's goodness They prevented Agro's fall from being fatal because They were, at best, True Neutral if not actually Good, and this was part of the repayment for Wander's releasing Them.

Dormin was sealed for its own protection.
In the old land, Dormin was the guardian deity. Then there came signs that something even more powerful was approaching, something too strong even for Dormin to fight off, so the people sealed fragments of its soul in the Colossi, which had either been created to disguise the fragments or were minor guardians serving under Dormin, and fled with the intention of returning once the danger had passed. This force passed over the empty land and Colossi, unable to find the god it wanted to destroy, and then left, but wound up finding the people and imposed itself as the new god. Over time, worship in the new religion led to Dormin being demonized and the old land was labeled "forbidden," so no one wanted to ever go back.

Dormin, obviously displeased with this, watched carefully for a long time for the right opportunity. When Wander came along and grew up, the potential he had to kill the Colossi and free Dormin was obvious to the old god, and it used what little influence it had left to "curse" Mono's fate without the new god noticing what had happened, leading to her being sacrificed and thus setting in motion the events of the game. At the end of the game, the new god had figured out what happened, and gave Emon the power to seal Dormin for good and destroy the bridge.

Dormin was not divided into 16 parts.
] Every time you defeat a Colossus and are sent back to the Shrine, shadowy figures are seen, one for each Colossus. I think we can all agree that these are pieces of Dormin, but those aren't the only things that show up: a dove appears, too. These doves represent the 16 pieces of the feminine part of Dormin, the part that resurrects Mono. That makes a total of thirty-two fragments.

Dormin was sealed because of disagreements with nearby gods.
The main bone of contention is Dormin's reviving abilities. More to the point, They were fine with reviving mortals who had followed other gods in life, or who had been sacrificed to the same, which kinda pissed off the rest of the nearby deities, who flatly refuse to revive mortals. That's why They initially laugh at Wander's request: "Souls that are once lost cannot be reclaimed... Is that not the law of mortals?" was referring to the practices of Their rivals.

Dormin's hints aren't obtuse voluntarily.
If They had Their way, They'd tell Wander exactly where the Colossi are and how to expose their vitals. However, the seal They're under prevents Them from speaking so directly about how to undo it, so They have to circumlocute around Their bindings. This might also be part of why They're so cagey about the 'price' Wander has to pay.

     Guesses about the Colossi 
The sixteen colossi represent the sixteen Pope Benedicts.
'Nuff said.

Dionin (the beta worm Colossus) was going to be a Sequential Boss to Dirge

More of a meta guess than a story related one, but this theory has been stuck in my head since I first heard Dionin was going to be the only (known, at this point) Sequential Boss in the game. While it could be said Dionin was retooled into Dirge, it could also be said that they were both intended to be in at one point. Think about it. Dionin moved through the sand just like Dirge, was fought in a giant sand arena like Dirge, and has a body structure similar to Dirge. How could it be a Sequential Boss to any other Colossi besides Dirge?

My thought process is that originally Dirge was going to be fought in the wide open arena that Dionin was in instead of the cave it's found in-game, and instead of making it crash into the cave walls to get to its weak point, you had to make it crash into Dionin's dead body to get to its weak point. Considering each time you kill a Colossus the game tries to make you think 'what have you done?', using the dead body of a Colossus that was so similar to the one your currently fighting would really hammer home the You Bastard vibe the game gives off for killing the Colossi.

The Colossi were magical guardians of Dormin's soul fragments

The Colossi were autonomous beings that had fragments of Dormin's soul sealed inside them (as 'living' Soul Jars) by, for example, Lord Emon. The idea was that no one could defeat them without the magical sword. I'm not sure which came first - the idols or the Colossi - but judging from what Dormin said, I'd say the idols came first and the Colossi were magically created by Emon afterwards.

Dormin: The colossi are the incarnations of those idols.

Oh, and the sword was Emon's. It was instrumental in creating the Colossi, hence its significance in defeating them. It may have also been instrumental in forming the bridge to the Shrine of Worship, explaining why the bridge collapses later, but I'll come to that.

Anyway, the Colossi are left behind and Emon declares the land as forbidden as an added precaution. Later, in a completely unrelated event, Mono is sacrificed for having 'a cursed fate'. Wander has heard about the alleged powers of Dormin from Emon warning him and, determined to bring her back, steals Emon's magic sword and rides her to the Forbidden Land, and we all know what happens next.

Dormin cannot resurrect bodies in their current form, with their soul divided. Unfortunately for the Colossi, Dormin then has Wander 'prove himself' by killing all sixteen guardians. Dormin's soul fragments need a vessel, and with each Colossus' magical weak points stabbed, a Colossus dies and the magic around it fails, enabling the soul to transfer to Wander as a temporary vehicle until all sixteen are reunited.

At the end, however, all sixteen, because of this bit-by-bit accumulation, are currently trapped in Wander's body. This is at least an improvement on each one being trapped in a nigh-invulnerable Colossus, but Wander is now the one guardian of the one soul of Dormin. If Wander dies, then the entire soul is free to exit. Enter Lord Emon, whose men kill Wander, unaware of what will happen when he dies. Though they saw the demolished idols, they never saw a Colossus die and so don't recognise the signs of 'de-souling'.

Wander goes through the 'de-souling' process the Colossi went through (spouting Black Blood, turning black), but this time the whole soul is released, not just a fragment, so it is now powerful enough to fuse with both the corpse and the black spirits and create a Colossus body of its own.

Emon's spell at the end is him using it as a last resort. Originally, he'd hoped to merely contain Dormin's soul with a moderate bit of magic, creating the Colossi and all that. But having seen it fail, this time he's taking no chances and has the sword, the pool, Dormin and Wander annihilated in one last destructive spell. It also means that any magic used by the sword will fail, hence why the bridge collapses.

So, essentials:
  • Emon defeats Dormin in some past encounter.
  • The Colossi idols were carved and their respective Colossi incarnations magically created by Emon to act as Soul Jars and to guard the sixteen fragments of Dormin's soul, thus preventing him from returning.
  • Though created, the Colossi were autonomous beings in their own right and not necessarily bound to Dormin. They just happened to work as ideal 'living' Soul Jars.
  • The sword was involved in their creation, hence its unique power.
  • Wander is exploited into destroying and collecting Dormin's soul fragments until he has them all.
  • Dormin is now powerful, but still trapped inside Wander, who has become a new Soul Jar for the complete soul. Dormin still cannot escape on their own.
  • Dormin's task is now easier: they wait for Wander to get killed, thus releasing Dormin's powerful united soul. Then they merge with both Wander's corpse and the black spirits to create a body of their own.

(Not sure if this belongs here. As far as I'm aware, this is the official story for what happens in the game. The speculation about the past is certainly speculation but the whole idea of the Colossi being guardians of the fractured pieces of Dormin, and Wander absorbing the soul fragments with each victory is official.)

The forbidden lands where the colossi dwell is really Where the Wild Things Are.
In Maurice Sendak's story, a rule-breaking youth traveling to a faraway land populated by huge, hairy giants and swiftly conquering them... sounds familiar? If you're not convinced, look at the covers and tell me those monsters aren't related.

Out of all the colossi, Malus (the final one) was the only one that was downright evil.
I mean, his name literally means evil in Latin. But if that isn't enough for you (and why would it be? Pretty much the point of this game was to make you question such labeling) then consider this: all of the colossi were apparently trapped inside the Forbidden Lands. Malus was locked behind a door that could only be opened after all the other colossi were dead. What's the point in making such a thing when the whole place was pretty much a seal? Malus was unquestionably the most powerful of the colossi. My guess is that he became so arrogant that he came to believe he was Dormin or something, and began wreaking havoc rather then just attacking in self-defense or living in peace. Since he was so powerful, Lord Emon and his followers, or perhaps the Colossi themselves, sealed him away behind the door.
  • What if it's not so much that he was evil but that he represented the most of "Dormin" that still remained in the land? Maybe this forbidden area is where the entity itself actually laired. When the Colossi were born their spiritual energy was likely torn from Dormin and cast loose, entering natural materials like rock and dirt (this entrance point is likely where the runes are on their body) and the beasts were born. But the final Colossus is the remnant of Dormin as he was in his final moments, an angry deity. This beast could represent the main body of his masculine, aggressive embodiment while most of the other Colossi are more representative of the feminine, passive embodiment.
  • I always imagined that each Colossus represented some part of Dormin; that perhaps they were leeching his power away slowly, becoming bigger the more he expressed what they represented - with Dormin's ultimate fate to be split into sixteen mindless, wandering statues. The smaller Colossi, perhaps, would represent passions, something a creature of logic had little use for; the vast Phalanx accepting the inevitability of defeat some form of wisdom, and so on. If so, that final, impossible figure that towers over a forgotten battlefield, bound and literally smoldering, is Dormin's hatred of those who did this to him.
  • If you look at Malus, it almost looks sorta like he's got shackles on, as well as being trapped by that thing around his waist, like... Half an Iron Maiden, makes it seem like he's being punished for something.
  • Anyone who's watched animal behavior for a long time can see interesting parallels in the way the Colossi move and act, and whether you feel that this makes them "mindless" may depend on whether you think animals act on instinct, intellect, or a combination of both (the latter being the generally agreed-upon stance among animal behaviorists and other zoologists). Going up a step further than that and figuring out whether they could be considered capable of real evil or not would then, like almost everything else in this game, be up to the player. Though admittedly, many of them are unambiguously aggressive, regardless of the reasons for this (fear, evil, anger, etc.).

The ruins spread out everywhere are much older colossi.
  • After Wander kills a colossus, if you visit it later, it has begun to decay into what look more like old ruins than a dead colossus. Who's to say this is the first time Dormin has attempted to seek out the power to free himself and why should there only have been 16 colossi?
    • Dormin, the 16 Colossi and that tower of worship, it is thought, are all references to Nimrod. Indeed, 'Dormin' is 'Nimrod' backwards.

The Colossi were, at some point, mostly normal specimens of their respective species. Except for one thing:
They were all hard to kill. My theory is that, back when Dormin was free and powerful, there was a cult that wanted to get rid of him. So, through whatever process, they started using the Sword to seal away bits of Dormin, as the whole would be far too much for any one creature to take. A minotaur roaming the edge of the city, a prize bull, a loyal Knight, etc. They keep sealing all the pieces of Dormin's essence away, until they get to the last piece. The leader of the cult, presumably a very religious man, knows that he will go to his equivalent of Hell for what he has done to get rid of Dormin. So, in a moment of self-sacrifice, he uses the sword on himself, becoming the last Colossus, Grandis Supernis. Dormin's consciousness, along with the 16 transformed creatures, were then locked away inside the Forbidden Lands. The Sword would be passed on along with the history of the Cult, as would the tales of the Forbidden Lands. Until one night, when a young man would take the Sword to those lands once more...

The colossi were once human beings.
After each colossus is killed and the idol shatters, a shadow figure in the shape of a human appears. This is because each colossus was once a person, and the pieces of Dormin's soul were made animated by the spirit of the human being in question. Perhaps they were religious followers of Dormin that were killed by Emon as punishment for worshipping evil, or were used as living hosts for the broken parts of Dormin's soul. Or maybe they were individuals who, like Wander, tried to defeat the colossi for their own or Dormin's benefit and ended up being destroyed and possessed in the process (or both; that would explain why some are confined as if to prevent them from escape and others are able to roam freely). We see at the end of the game that when Dormin possesses Wander's body, he takes the shape of a colossus. It makes sense that a piece of Dormin's soul would transform other human bodies, too, just less powerful. Emon also refers to the black shadow people as the spirits of the dead, which wouldn't make sense unless the dead were human beings that were somehow trapped inside the colossi, because they appear only after the colossi idols are shattered.

The Colossi were at least partially corrupted by Dormin, causing them to hold back and to get themselves killed.
Ever notice that the Colossi always fall for the same tricks? Even ones that a creature acting only on instinct would know how to counter (such as when you climb into the palm of the hand of one of them and it doesn't just squeeze). Each Colossus may have been the physical incarnation of parts of Dormin, and as such, when they saw someone coming to kill them (read: release the fragments of Dormin they held) they let it happen so that they could be released and eventually reformed.

The Colossi didn't exist (or weren't alive) until Wander came to the valley
When he places Mono's corpse on the altar, a lot of shadow creatures appear. He points the sword at them and they turn into smoke. Immediately after that, a lot of thunder strikes places far away in the valley. Perhaps this is the moment when the "souls of the dead" entered the Colossi's bodies, getting released again when Wander killed each one of them.

Half of Pelagia's head is missing.

Those nobs at the top of his head are his teeth.

The Colossi weren't originally created to be seals, but as weapons and guardians Dormin gave to the people of the Forbidden Land.
A very long time ago, the people of the forbidden land made a deal with Dormin; in order to defeat their enemies, They would give them the colossi to use as weapons. It's possible the colossi were created by the people on Dormin's instructions and then given life by Dormin. In exchange for this protection and power, the people would worship Dormin as their patron god. The shrine of worship was constructed as a sort of hub for Dormin to control the colossi from through the idols. Each colossus had some sort of role to play; Valus and Gaia and the more humanoid colossi acted as giant infantry soldiers, Avion and Phalanx as an air force, Hydrus and Pelagia attacking ships, etc. Malus was the strongest of these, and could destroy anything that came close to the lands from almost any direction. He was often stationed by the shore to wipe out any ships that Hydrus or Pelagia did not get.

However, eventually Dormin required some kind of sacrifice, one that the people deemed too high to pay, but Dormin took it anyway. One possibility is the price was the sacrifice of hundreds, maybe thousands of lives. My theory is that Phalanx's desert used to be some kind of city that Dormin obliterated, possibly using Malus, his most powerful colossus. Another possibility is that They took over the body of the king of the lands to use as a host. Another possibility is that the ruler made this deal with Dormin without his/her people's consent.

Whatever the case, the people found Dormin's act to be unforgivable, and so the shamans devised a way of permanently sealing Dormin's power away in the 16 colossi, but not Their consciousness, which stayed trapped in the shrine. These seals also broke Dormin's control over the colossi, but without control the colossi went wild. The people of the land imprisoned the colossi they could, such as bolting Malus' feet to the ground and trapping him behind a wall, or trapping Quadratus on a beach it could not escape from, Gaia stuck on the platform, Kuromori in the coliseum, Hydrus in the lake, etc.

The people could not kill the colossi, because doing so would release Dormin's power, but the many battles with the colossi just trying to trap them destroyed much of their civilization, and they could not trap them all, so the people left the land and claimed it forbidden. Over time, the colossi went into dormancy, until being awoken upon Wander's arrival with the magic sword.

The Colossi don't stay dead
Since killing the Colossi freed Dormin, who's to say Their death didn't have the reverse effect? In the credits, we see what became of the Colossi, but the process could merely take some time, or maybe the credits didn't take place in the present.

The Colossi are a byproduct of Dormin possessing people.
Each time Dormin possesses a person, their soul is fragmented by a dividend of one more that the previous number of colossi, creating a new Colossus that is as powerful as the soul fragment it was created from. The first time this happened was with Malus, which is the largest and most powerful Colossus because it contained the entirety of Dormin's soul. As more people performed the spell to free Dormin, their soul became more fragmented after possessing them, each time creating a new Colossus of power and size proportional to size of the newest set of soul fragments. Cenobia and Celosia are the two most recent Colossi to have been created by this process.

Lord Emon, however, attempted to break this cycle by removing the Ancient Sword from the Forbidden Lands, ensuring that new Colossi could not be created. Wander, not knowing this, stole the sword and headed for the Forbidden Lands to have Dormin revive Mono. Dormin took this opportunity to have Wander perform the spell to free them, thus allowing a new Colossus to be created when they left Wander's body. Emon, however, was one step ahead of Dormin's plan and was able to break the cycle permanently by killing Dormin when they're most vulnerable: Inside a mortal body. Instead of creating a new Colossus, Dormin was killed for good, allowing Wander to keep living (albeit as a baby).

The Colossi represent sixteen rival gods who sealed Dormin.
Specifically, the nicknames given to the Colossi are in fact the names of said gods, with the Colossi themselves being ancient nameless things. Their varying attitudes about Dormin are represented by the Colossi's attitudes about Wander, as well. The god Phalanx, for example, didn't really have much beef with Dormin and got roped in because of alliances (hence why the thirteenth Colossus never attacks you directly), while gods represented by more aggressive Colossi, like Cenobia, really hated Them.

    Connections to ICO and The Last Guardian 

Mono is the Queen from Ico
It's about time someone added this theory.

Conversely, Wander is Yorda's father.
No rule saying they both can't be at immortal or at least immortal-on-stealing bodies...

Team Ico's new game, The Last Guardian, is a sequel to Shadow.
"Guardian" referring to the Colossi. The griffin is a baby Colossus, and the last one left as the newborn offspring of one of the Colossi from the first game. The boy is a trainee to Emon's group; notice that the clothes he wears are similar. So it's about a young shaman and a young Colossus.
  • It probably will be (that, or a prequel), much like Shadow of the Colossus was to Ico. The creature from The Last Guardian doesn't look like one of the colossi to me, though, since it actually looks like a living creature rather than a moving statue.
    • Perhaps the colossi are magically modified versions of the griffin's species? Some of the colossi have some vary obvious 'organic' flesh to go along with the stone armor... magical cyborgs, anyone?

Wander will see Mono again...
But not in the current life. Mono is revived by Dormin at the end of the story, but Wander is still dead. What likely happens is that if Dormin are in fact benevolent and reincarnated Wander, they'd give a similar gift to Mono or her descendant. Mono goes on and continues her life, and her descendant grows up to be Yorda, while Wander grows up to be Ico. They remember absolutely nothing, but possess the same soul as their ancestors, and possibly half of Dormin's soul each. The Queen is Emon's descendant and is inheriting the quest to slay Dormin once and for all from her great grandfather, unaware of Dormin's intentions. This plot line will be explored in the next installment of the series, should it get made.

Various possibilities regarding Mono as the Queen from ICO
When Wander killed the colossi and broke the seals, Dormin's power took Wander as his new host, but because of Dormin's deal with Wander, the feminine part of Their power went to Mono to revive her. The spell Emon casts at the end of the game not only resealed Dormin's power within Wander, but severely diminished it, with the side effect being that Wander was reborn as a baby with a piece of Dormin's power within him, giving him horns. Mono then raised baby Wander, and eventually he had children who would start the lineage of horned people.

It is possible that because of Dormin's power, Mono became immortal, but more corrupted as time passed. It's possible that she did have children with Wander, and the horned children are her descendants as well. But her immortality caused her loneliness as she watched her husband and children and grandchildren all die through the ages. She also learned how to begin harnessing the power of Dormin. When a horned descendant of hers died, it released a part of Dormin's power that she could absorb, and it was this that was prolonging her life and slowly made her more powerful.

It is possible that Wander and Mono had founded their own kingdom, or Mono used her power to take control of a kingdom, one that she would rule for centuries. This could explain the statues of the horned people seen in the castle in ICO. Mono would become the Queen, and as time passed she began to demand the horned children as sacrifices so she could continue living. Another possibility is that, rather than being an actual queen of a forgotten kingdom, Mono/the Queen simply terrorized the land kidnapping any horned children she found in some deranged attempt to be reunited with Wander who had died long ago, until it became tradition for people to willingly sacrifice the horned children so that they would be spared her wrath. Either way, it became a tradition, and the horned children were seen as a curse. Mono made her home in the abandoned castle, and waited for each sacrifice to strengthen her and prolong her life. This was the cursed fate for which Emon sacrificed Mono, which would be a Self Fulfilling Prophecy.

But the Queen's body, Mono's body, would eventually begin to deteriorate as the time between each sacrifice became longer and longer, due to the horned children being sacrificed before they could have any children and pass down Dormin's power. The Queen had absorbed much of the masculine part of Dormin, which was another factor to her madness. She thought of a plan and created a new being, her daughter Yorda. It is possible that the Queen had Yorda with one of the horned children sacrificed. The Queen instilled in Yorda much of the feminine part of Dormin, which would cause the Queen to die quicker, so she needed to take over Yorda's body quickly, until Ico got free.

In some sense, Ico killing the Queen and escaping with Yorda can be seen in some way as redeeming the acts of Wander and Mono's life as the Queen. Much like Wander, Ico is determined to save a girl he likes, but whereas Wander's deal with Dormin could be seen as selfish, someone unwilling to let go of the dead and going to great extremes, Ico saves Yorda out of pure kindness and selflessness. At the same time, at the end of ICO, we see that Yorda is willing to part with ICO so that he can live.

Alternatively, the Queen could also be a descendant of Mono and Wander, rather than Mono herself. The Queen learned of her own lineage and found a way to harness Dormin's power; while the masculine part of Dormin is manifested as horned boys, the feminine part manifests as women with magical power.

    Other guesses 
The culture that built the structures in the Forbidden Lands was wiped out by Wander's people an extremely long time ago.
The people there were destroyed when Wander's people sealed Dormin, whose power sustained them and the land itself. There are lots of ruins and structures around on the map, some of them with no immediately obvious practical use (the standing pillars and archways in the desert, for instance, or the water-gazebo things past the waterfall), but no real evidence that there was ever any farming going on (lots of individual fruit trees, but no orchards, for instance, or herd animals). It's possible that that culture, which doesn't seem to have even left anything that looks like simple houses, may have been some kind of nature-worshipping, peaceful society whose god watched over and protected them directly. It might explain why the sealing was even possible; they might have welcomed a foreign tribe coming to perform a ritual in honor of their native god and not known what it was really about until it was too late, and part of the reason Wander's people sealed off the Forbidden Lands is that they didn't know Dormin's power was so crucial to their lives. As far as they know, Dormin simply killed all his worshippers when it was sealed up just out of spite.
  • It is possible that there's simply no evidence remaining of agriculture and anything other than the big stone buildings. After battle damage, fire and centuries of erosion and the Colossi stomping around, you're not gonna find much unless you start digging. (ask any archaeologist)

The Forbidden Land is Hueco Mundo.
Dormin is a Hollow that was split into sixteen smaller Hollows. A powerful Hollow can be composed of thousands of souls, and when Dormin was split, the souls he was composed of were split into sixteen soul-blobs, which later became the colossi when they merged with nature. The more souls a blob was composed of, the more power it had, and the higher its "rank" was (#16 was the strongest, followed by #15, #14 etc.). The reason Dormin is the only Hollow in Hueco Mundo is because So TC takes place After the End. The temple is all that is left of Las Noches. The group of people that the Wanderer, Mono, and Emon belong to are the descendants of every Shinigami in Soul Society, who after defeating Aizen in a great war were stranded in Hueco Mundo and started a new society. After a couple of generations, something caused Shinigami to lose their powers, and by So TC, only one Zanpakuto remained: the Wanderer's sword. As for the existence of Agro, we know that there exist Hollow versions of small animals like lizards in Hueco Mundo (sound familiar?). Without Hollows to prey on them, it is not too farfetched to expect some of them to evolve to larger animals, like horses, eagles (eagles can sometimes be seen in The Forbidden Land) and the deer we see in the ending (in the Garden). Agro is a Hollow who was tamed and may or may not be an Arrancar (to explain his lack of a bone mask).

Mono is Ayesha
The land is actually ancient Uganda, and Mono, when resurrected, becomes She-Who-Must-Be-Obeyed, Ayesha. And Wander was in fact her loved one, and she remembers him as she becomes immortal and rules her kingdom for many an era.

The Forbidden Lands lie at the source of various ley lines.
It's what Emon was referring to when he called the place 'the intersection of points', and what Wander meant by saying it's at the end of the world.

Dormin's land is a focal point in the multiverse.
Since Shadow of the Colossus' story is so vaguely-defined, it's very, very easy to cross it over into other franchises. If something has even a whiff of fantasy about it, characters from that world can be dumped in the Forbidden Lands with little effort. The in-universe reason for this is that Dormin's land, the 'intersection of points', is a focal point for various connections between different universes.

Sengoku BasaraWMG/Video GamesShadow Of Destiny

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