While both characters appear in several versions of classical myths, the most famous versions of their stories occur in Ovid's Metamorphoses. The lengthy work is written in Latin poetry and offers accounts of of many different Greek and Roman myths. Ovid's text is divided into 14 books and each book contains multiple myths. While the entire text of Metamorphosis has as its central theme, the theme of change or transformation, the stories of Io and Adonis involve several similarities. Both characters are mortals catch the attention of a god or goddess, who falls in love witht he mortal.
The story of Io appears in Book One. Io is a beautiful young girl, with whom Zeus becomes romantically involved. To hide the girl from the wrath of Hera, his wife, Zeus transforms Io into a heifer, but Hera tricks her husband into surrendering the heifer as a gift.
The story of Adonis appears in Book Ten. Venus after being accidentally nicked by Cupid's arrow falls in love with Adonis, who is still a youth, interested primarily in hunting. Adonis does not fall in love with Venus when she comes to him. The goddess warns him to beware of beasts who will not favor him or spare him simply because he is beautiful. However, Adonis, to interested in hunting does not heed her warning and is gored in the groin by a wild boar. Venus hears the incident and returns to Adonis, but she cannot save him. She pours nector over his wounds and where the blood hits the ground the anemone (a very delicate flower) grows.
The text of both Book 10 and Book 1 can be found in the included links.