I always found it strange that my two favorite characters from Final Fantasy VI are Shadow and Locke. After all, the two couldn't be more different -- Locke is talkative and friendly, whereas Shadow is antisocial and secretive. I could make an extensive list of their differences, but believe it or not, there is a connection between the two -- their pasts. Through learning about Locke's past with Rachel and Shadow's past in Thamasa, it becomes clear that these two seemingly different characters were not always as different as they are now. They started out with similar situations, but they both changed due to drastic events -- one decided to change for the better, and the other changed for the worse. The relationship between Locke and Shadow, in my opinion, is one of the most interesting in the game, precisely because of this divergence -- they are foils for one another. Just so we're all on the same page, I'll give you a definition:
1 : one that by contrast underscores or enhances the distinctive characteristics of another
Really, when you think about it, that word describes how the two relate to one another perfectly. Now that we have the issue of semantics out of the way, let's get on to the analysis.
Before Shadow and Locke knew that one another existed, they had very similar situations. While Locke made his living as an ordinary
thief treasure hunter, Shadow hit it big as a train robber. We know a bit more about Shadow's engagement in illegal activity than Locke's, but that's mostly due to the fact that Locke won't admit to engaging in illegal activity. Regardless of how the two describe their careers, both were thieves, but neither of the two committed any more serious crimes (such as murder).
Not only did the two have similar lifestyles, but they both had a soft spot for a girl. In Locke's case, it was Rachel, the girl-next-door who would accompany him on his mini-adventures. In Shadow's case, it was the woman in Thamasa (sadly, we never learn her name) who nursed him back to health. Both of them led relatively peaceful existences -- Locke was a town favorite in Kohlingen, and Shadow began to build a family. Neither of them had any idea how quickly life can be taken away.
Locke never had any idea that including Rachel on his adventures could result in injury to her. One day, as they explored a cave, the bridge Locke was on began to crumble. Rachel pushed him off to safety, but she was not able to reach safety herself. While she did not die, she lost her memory, and her parents held Locke accountable. Unable to convince them to let him stay with her, Locke left Kohlingen in order to escape his tragedy. When he returned, he discovered that Rachel was killed in an attack by the Empire, but that she had uttered his name before she died. Now Locke not only felt guilty about the loss of her memory, but he felt guilty that he did not stay by her side to protect her. If he had stayed in Kohlingen, perhaps he could have saved his beloved.
As for Shadow, his story of woe is less clear. He never explicitly says what happens, but here's what I pieced together (please note that some of this is speculation): After arriving in Thamasa, a woman took him in and nursed him back to health. Still feeling guilty about abandoning his friend, Baram, Shadow was a mental wreck. However, this woman was able to show him that life goes on and love exists. Love grew between the two, and the next thing you know, they had a daughter (Relm). However, the woman died at some point -- perhaps she fell ill or she was killed in an accident. The particulars are uncertain, but it is clear that Shadow left Thamasa after her death (if you view Relm's dream, she asks Strago where her daddy has gone, and we know that Strago became Relm's "grandfather" after something happened to his friend, probably her mother). No matter what happened, Shadow was clearly impacted by this loss. While he was able to control his feelings of guilt regarding Baram before, due to the loving influence of his wife, her death caused him to take a turn for the worse again.
Both Locke and Shadow experienced severe tragedies early in their lives, and their tragedies are similar in nature. However, they chose to deal with them in completely different ways. While Locke maintained a positive attitude and hoped to find a way to revive Rachel, Shadow not only gave up the hope of being happy again, but he (as he tells Terra) killed his emotions. Furthermore, the loss of Rachel made Locke an even more caring person than before -- every woman he meets, he wants to protect from danger, in an effort to make up for his failure to protect Rachel. Shadow, on the other hand, reacts to his failure by avoiding human contact -- he figures that if he doesn't get involved with anyone, he cannot let them down. It's remarkable how two very similar people can react to tragedy in completely opposite ways, thus changing their lives forever. Unfortunately for Shadow, I think Locke chose the better path.