10. Wander Is Ico's Ancestor - Shadow Of The Colossus
Shadow of the Colossus is a wonderful, ethereal game with a baffling ending which has mystified fans and casual observers alike ever since.
After protagonist Wander has felled all sixteen Colossi, he discovers that he was tricked by the supernatural entity Dormin, and that killing the beasts simply allowed Dormin's soul - which had been locked away - to reform.
Wander then becomes possessed by a powerful Dormin, growing horns out of his head and transforming into a giant creature, which is eventually defeated by Lord Emon.
Wander's love Mono then awakens to find a horned baby in the temple, the implication being that Wander - or possibly a Wander/Dormin hybrid - has been reborn and given another chance to live his life.
But this also provides a neat and unexpected lead in to Team Ico's previous game, Ico, whose titular protagonist also bore horns.
Director Fumito Ueda has since confirmed that Shadow of the Colossus is a prequel to Ico, basically confirming that Wander is Ico's ancestor, with the entire bloodline being cursed to bear horns for his misdeeds.
And even if you've played both games, the connection doesn't immediately announce itself, brilliant though it is.