The Lord of the Rings: The Third Age is an RPG based off of all three of Peter Jackson's movies, so it goes without saying that there are connections between the two. From characters to voice actors, cinematics to motion capture, you'll find that the connections are many, and they each bring an awesome aspect of the movies to life.
Peter Jackson's World
Many of the places that the fellowship entered will be a place that you enter, but you also get a chance to enter places that you've never seen before in the movies. For example, when you enter Rohan you eventually make it to Snowhelm. Also, if you explore a lot, you can see specific details that were left out of the movies, like a shrine to the Balrog made by the goblins in Moria.
Film snippets
As you travel through your adventures, you will fight enemies, open chests and just follow a specific road that will land you with several "story cards", 104 in total. These "Story cards" are, of course, the sequences, and generally refer to what's going on in the area that you're in, or what's going on in the area that you're about to enter. Most of the time, it's Gandalf telling you about his quest with Aragorn, Legolas and Gimli, and how it relates to you.
Your party and the other guys
The first time you'll meet up with a member of the Fellowship is in Moria, where you help Gandalf take down the Balrog (although the poor guy still drops a few hundred feet). Once that's all said and done, you continue your quest. At another point in time, you help the Fellowship defeat the enemies at Helm's Deep. You continue this tradition throughout the game at major battles.
When you're fighting with Fellowship member(s), always count on them being extremely powerful. For example, with the Balrog fight, Gandalf has an attack that does roughly 5000 damage, and has about 8000 health and roughly 700 mana to keep up. If the member of the fellowship dies, don't fret, however, because you can still finish off the enemies and the game won't be over.
Speaking of the other guys...
Gandalf is the most prominently speaking Fellowship member in the game. He talks to you through your "mind" in the Story Cards, and even comes and talks to you directly in some areas. If he says something to you, be sure to listen carefully, because the wisdom of wizards is unparalelled by all.
EA's Film License

