The massive soliton theories describe integrable perturbations of WZW
cosets as generalized multi-component sine-Gordon models. We study the
ir coupling to 2-dim gravity in the conformal gauge and show that the
resulting models can be interpreted as conformal non-Abelian Toda theo
ries when a certain algebraic condition is satisfied. These models, ho
wever, do not provide quantum mechanically consistent string backgroun
ds in the case the underlying WZW constraints are first solved classic
ally.