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The Xenosaga series is a sub-series of the wider Xeno franchise, along with Xenogears, Xenoblade Chronicles, and the upcoming "X" project.
Each of the games in this series comes with a sub title. Interestingly, the sub titles are not in English--or some form of anglophone iteration of it--but, instead, are in German. More specifically, the games derrive their sub titles from three of the major works from the nineteenth century philosopher Friedrich Wilhem Nietzsche. The naming, apart from sounding exotic or 'cool', can be considered relevant because of some of the resemblances in themes addressed in both the games and Nietzsche's works. Of course, central to the games are biblical references and the plot sometimes tarries with the notion of God and revolves around the destiny of humanity. Also, the question of humanity itself--what is it?--is realized through the existence and development of KOS-MOS.
Notable, here, is the fact that the games take their names from Nietzsche's work in reversed chronological order. Friedrich Nietzsche first published Also Sprach Zharathustra and then Jenseits von Gut und Böse. Der Wille zur Macht was published after Nietzsche's death and without his consent and it has long been established that it is not the form in which he intended the work to be published. The reversed chronology--however unintended--can be interpreted as having some relevance since Nietzsche himself described Also Sprach Zharathustra as his Magnum Opus; his most important work. Of course, in the game series, Episode Three: Also Sprach Zharathustra was the final episode in the series in which all loose ends in the story line were tied together, thus forming a kind of epitome of the series.
The three games in the franchise were all released in Japan and US territories. However, in PAL-territories only Xenosaga Episode II: Jenseits von Gut und Böse was released. In order to overcome the inherent problem--customers in PAL-territories did not have regular access to the first game in the series and, thus, would not know the events that occurred prior to Episode II--Sony and Namco released the title as a 'Limited Collectors Edition' that contained an additional DVD with all the cut scenes from the first game. The DVD has a play time of some three hours.
Some websites in the Pal-region still list Xenosaga Episode III: Also Sprach Zharathustra as 'to be announced', but this far in the life cycle of the Playstation 2 console it seems unlikely that this release will materialize.