Yes, Regirock, Regice, Registeel and Regigigas are sort of related. They do not evolve into/from each other, but they are part of the legendary Regi trio (until Regigigas was added in gen IV, so that there are now four of them). Regigigas is said to have pulled the continents with ropes, and to have created Regirock, Regice and Registeel to make different environments. They are of different types, because they are like different parts of the Earth. But Regigigas is just Normal, because he just created the other three.
Source: http://bulbapedia.bulbagarden.net/wiki/Legendary_golems