Zolo is the brand name of a particular kind of connectible toys, which the Zolo company describes as "playsculpture." Made of wood or plastic, they appear like Dali-esque Tinker Toys on acid, with unique and strikingly organic shapes in vivid colors, each of which has a unique and usually whimsical designation based on the shape and/or color: kidney, zebra, proboscis, etc.
(pictures of the sets of toys can be found on the Zolo web site at www.zolo.com/toys.html)