The first Soulsborne game I played was Dark Souls, though I only got it after the PS4 was out and I think I'd already seen a lot of buzz around Bloodborne. And on top of that, I never got close to finishing it. While it's true that I never beat Dark Souls 3 (I could go to the Soul of Cinder, but I want to beat all the optional and DLC bosses first) I have, essentially, seen every location in the game. The first game, though, I got stuck on Ornstein and Smough. I had actually gone to some areas "out of sequence," having beaten the Moonlight Butterfly, Greatwolf Sif, and Pinwheel (all of which I believe you're supposed to do afterward).
The two games are separated by ages of time - it's never explicit in terms of years, but given the deep fantasy nature of these games (deep fantasy I'm defining now as "everything operates on its own logic that defies conventional reason") it's sort of beside the point. I think we're meant to understand that Yhorm, the Abyss Watchers, Aldrich, and indeed Ludleth each bought a vast period of life and light for the world when they linked the fire, meaning that each might be from very different eras.
We sort of get hints of what we are to associate with each of their stories, like how the Catacombs of Carthus probably represent a kingdom that the Abyss Watchers destroyed given its ruler's connection to the Abyss.
I think even within the original Dark Souls we got glimpses of the overlapping eras at play - like how Oolacile eventually became the Darkroot Garden.
The very place in which the game takes place seems to be some kind of logic-defying amalgamation - at one point, Sen's Fortress is referred to as a "plane," and given that Anor Londo is basically the equivalent of Mount Olympus in this universe, it might be better to think of the regions less as just physical locations but their own godly realms, and we merely interpret crossing between them as a physical process. As an example, the Firelink Shrine we go to in Dark Souls 3 as our primary hub is not physically connected to "present-day" Lothric Castle, but the Untended Graves version of them, which exists in a world of total darkness and is seemingly in the past or an alternate timeline, does have a physical connection with the Lothric Castle in the "contemporary" world. (I believe that there are four sort of "load zones" in the pre-DLC game, with no "seams" in terms of explorable space, which are Firelink Shrine and the Cemetery of Ash, then Lothric Castle as seen at the start of the game proper and then in the final chapter of the main game, then the "converging lands" that include most of the game's locations, and then Archdragon Peak.)
While the world does not act in a clearly logical way, there are strong implications that we're actually traversing the same places we did in the first Dark Souls - only that they have changed profoundly over time.
The Undead Settlement is harder to place - it'd be easy to simply say it's the Undead Burgh, even though that area in Dark Souls bears a stronger resemblance to the High Wall of Lothric.
Next, Farron Swamp seems very likely to be Oolacile/Darkroot Garden. The existence of Oolacile's mushroom people (found here only as corpses) is, I think, the best evidence, but also, the Great Wolf of Farron seems like it might have a connection to Sif, not to mention how the Abyss Watchers modeled their order on Sif's companion, Artorias.
The Catacombs of Carthus could be the Catacombs. This is mostly just based on the name, though both are spooky, buried areas.
Irithyl is the easiest, because it's the one we get the clearest explicit confirmation. Once we get past the Silver Knights (as if that didn't give it away) past the various Aldirch Faithful deacons after we beat Pontiff Suleyvahn, we arrive at Anor Londo itself. Ironic, of course, that the highest area in the original game (except maybe the Duke's Archives?) is now in a deep valley. Actually, here we get some clear nods to Tolkien. The two cities on opposite sides of Osgiliath are Minas Tirith and Minas Morgul (the former the de facto capital after Gondor was forced to abandon Osgiliath and the latter being the headquarters of the Nazgul,) meaning "Tower of the Guard" and "Tower of Sorcery." However, before they had these names, they were Minas Anor and Minas Ithyl, the Tower of the Sun and Tower of the Moon, respectively.
Anor Londo was the city of Gwyn, the Lord of Sunlight, and thus "Anor" being part of the name makes a ton of sense (Londo could even be a reference to London, a rather important western royal capital). And when we find it in Dark Souls, it's awash in brilliant sunlight (which I believe turns out to be an illusion - again, I never beat Ornstein and Smough). By the time we find it in Dark Souls 3, though, it's now a snowy city that perpetually has a crescent (or perhaps partially eclipsed, given that we see a full ring of light, similar to the sigils for the various Darkmoon covenants) moon above it. Now, it is Irithyl of the Boreal Valley, which neatly has that Ithyl term for the moon from Tolkien.
An area you could very easily not realize even exists in Dark Souls 3 is the Demon Ruins, which you get to by cutting the bridge before High Lord Wolnir's room and descending the bridge like a ladder. I never got to Ash Lake in Dark Souls 3, but you find a big shallow lake there (with a horrifying corpse-worm and a ballista whose job it seems is to shoot said worm, though they aim at you instead), so I wouldn't be shocked if there's a parallel there.
Just below the Smouldering Lake, though, you find the Demon Ruins. This is, I'll be honest, one of my least favorite areas in Dark Souls 3, given that it's pretty much just a labyrinth with a lot of samey corridors and nasty enemies. But we get a near-explicit identification of the area when we bring the Izalith Pyromancy Tome back to Firelink Shrine, and we are informed that we've found the home of pyromancy. So, yes, this is, presumably, the remains of Lost Izalith (the presence of all the demons sure seems to support that).
An interesting question, then, is what exactly Lothric Castle was in Dark Souls 1 - if anything at all. I don't know exactly what Prince Lothric is meant to be - is he a Lord like Gwyn (and does that make him a god?) Lothric Castle seems to be the "new capital", perhaps replacing the Olympian Anor Londo (I've even seen a really fantastic match-cut between the circular stained glass window at the entrance to the castle - where you fight the Dancer of the Boreal Valley - and the one that is so prominently displayed over the entrance to Anor Londo's royal palace/cathedral. I believe there are some hints that, if Oceiros is Lothric and Lorian's father, Gwyndolin might be their mother, which would make them Gwyn's grandchildren.
Dark Souls tends to use the term Lord a lot, and really blurs the lines between "king" and "god."
I do wonder, though, if the Duke's Archives became the Grand Archives, or if the latter was simply built out of what Seath the Scaleless created. Again, I never got to that point in Dark Souls 1.
Anyway, I think there are some really intriguing ideas at work in these two games (I haven't played 2). I think there's something really interesting about looking at a world that has transformed so profoundly between our visits to it, even while fragments remain the same. I also think it's interesting that these outlying, seemingly human kingdoms like Astora, Carim, Catarina, etc., seem remarkably consistent
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