Pelagia

One of the colossi in "Shadow of the Colossus" is called Pelagia.

Pelagia was the second daughter of the first Romanov Tsar Michael I and his wife Eudoxia.

Renée-Pélagie de Montreuil was the wife of the Marquis de Sade, who, from 1801 to 1803, was incarcerated at Prison Sainte-Pélagie in Paris.

Another version (or perhaps another Saint Pelagia) is that she was a young prostitute. After hearing a bishop preaching, she converted to Christianity. She disguised herself as a monk and shut herself away on the Mount of Olives. She died after three years of strict fasting and prayer.

This is the name of the daughter and heroine in "Captain Corelli's Mandolin".