Two short animated films were directed by American McGee to bring a close to the envisioned trilogy concerning Alice. For example, characters within Wonderland will occasionally inform Alice of things in the real world she couldn't have known.
However, there are various moments in the game that seem to imply Wonderland exists beyond Alice's mind. Considering the incredibly dark subject material this game explores, not least of which is the sexual abuse of children, it makes sense that Alice would eventually merge the two worlds in her mind. This ending can be interpreted in two different ways, one of which is that Londerland simply represents Alice's mental deterioration. However, rather than returning to the real world, Alice returns to a hybrid version of her real-world location, London, and Wonderland. At the end of Alice: Madness Returns, Alice does succeed in learning the truth and defeating the malignant forces in Wonderland.