Trivia: 1 tells 9 that he led the others to their current hideout, which he refers to as "sanctuary". The building happens to be Notre Dame church, famously referred to "sanctuary" in "The Hunchback of Notre Dame."
Trivia: There is no dialogue for the first 10 minutes of the movie.
Trivia: The Chancellor mentioned by the scientist and shown in the old archive footage appears to be a reference to Adolf Hitler, the fascist dictator of Germany from 1933 through 1945. Hitler held the title of Chancellor of Germany, until he gave himself the new title of Fuhrer. When standing in the car in what appears to be a parade, The Chancellor lifts his hand in a motion similar to that of The Hitler/Nazi Salute. The flags and banners shown on the wall when The Chancellor announces the creation of The Machine are similar to the Swastika Flag of the Nazi Party. Finally, when the Chancellor takes The Machine away from The Scientist, the soldiers who take The Scientist away resemble SS Officers (Hitler's Secret Police Force) in uniform and actions.
Trivia: All of the nine characters are never in the same scene until the end.
Answer: They were sent out into the world to create a new world for themselves. Every time the scientist created a doll, he transferred part of his soul into the doll bringing it to life but leaving him weaker. After creating 9 and transferring the piece of his soul into 9, he died so they would never have found out what they were created for.