At the Agile 2009 Conference in August, J B Rainsberger gave a talk called Integration Tests are a Scam, which you can see in video. The session is well worth watching. While it's long, and takes a while to get to the core issues, it's a very thorough analysis of the costs of slow test runs and (failed) attempts to enumerate all application behaviour from too high a level.
J.B. wrote an example of how focused tests can be used to detect integration issues in the blog post Surely we need integration tests for the Mars rover!. The example is worked through in pseudo-code. I find it hard to read extensive pieces of code, so I turned it into a coding exercise. Here is the pseudo-code translated into Ruby, with comments about the order of how it was built up (more interesting than replaying the SCM patches).
J.B.'s methodical approach to collaboration/contract tests is simple and powerful. The Mars Lander example makes a good concrete example. I highly recommend working through it in your language of choice; I learned a lot.