Alice: Madness Returns/WMG

The revelation that  sent Alice off the deep end. So she enters a delusion where she, then exits to see   So, in her delusion,   But in real life,

Alice is a superpowered Victorian psychic warrior
The general consensus from playing this game is that all of the "Wonderland" segments (I.E most of the game) is in her head. That might not entirely be the case. Why does  Because her "Persona", which previously only existed inside of her psyche, has now has now emerged. Instead of common psychic powers, she can manifest weapons out of thin air, transform her body into blue monarchs, etc.
 * Then again,  may not be seeing Alice as she appears to us, since generally what we see is what Alice sees.   could have just been surprised at the Death Glare she gave   and the fact that she was standing up to   at all, but still only seeing her as the real world Alice.

The reason the Queen of Hearts helped Alice in the sequel was that she's her Jungian Shadow Archetype
In the first game, Alice was mainly fighting herself; the Jabberwock was the belief that she could have done more for her parents, the Hatter was her warped train of thought and distrust of doctors, the Cheshire Cat her superego and drive back towards sanity. From there, it can be assumed that the Queen of Hearts we fought was the "malignant" part of her "shadow", the part that has ceased to be a healthy container of repressed feelings and now the embodiment of self-loathing and self-pity. Her form reflects this; it's the central body of a mass of tentacles that weave throughout Wonderland, dragging it down much how like chronic depression takes over a person's life.

When Alice actually recovers a bit, symbolized by destroying the "corrupt" Queen, it is marked not by the Queen's destruction, but her purification into a new form-what a shadow is supposed to be, rather then the cancerous growth that destroyed Alice's psyche. She's not friendly, by any estimation, but that's normal' the shadow very much is an Enemy Within, helping one define one's identity by being what one wishes to avoid. It also serves as a catalyst of evolution-the drive to be more than one's flaws.

Thus, when Bumby attempts to turn Alice back into a pliable wreck, the new, psychologically healthy Queen fights back, as the Train threatens the dissolution of the psyche-something that the shadow is supposed to prevent.

The Walrus ate the Carpenter's leg
That's why he has that peg leg instead and why he's trying his best to keep him away from the Wonderland and feed him the inhabitants of Deluded Depths.

The Queen of Hearts in the second game is Alice's sister Lizzie, whose vengeful ghost possessed Alice as the Queen of Hearts to tell Alice about Bumby's intentions.
Lizzie is angry against Bumby for raping and killing her, and possesses her still-alive younger sister Alice to get her revenge against Bumby. It is clearly evident as the Queen of Hearts herself has the appearance of Lizzie. After her death, Lizzie has become angry and bitter with the knowledge of what happened to her, as well as the threat Alice is facing.

The Queen of Hearts gets angry at Alice and scolds her when Alice is unclear about things, asks her questions or tries to insist that she is not insane. The Queen criticizes Alice by saying "You don't know your own mind" as well as Alice's denial, "What you claim not to know is only what you've denied". When Bumby tries to make Alice forget her memories, and after Alice has collected them back, the Queen asks "What are you doing with them?" She also gets angry at the thought of Alice being defeated by Bumby and asscociates him with unpleasant terms "You'd prefer the hot, stinking, breath and unyielding attention of a potent, unreasoning, unfeeling hell-raiser? I don't think so." she reminds Alice of the train and what it is trying to do, especially that it is destorying her memories, of the fire in particular. When Alice insists that she is not mad and not guilty, she says, "The truth you claim to seek eludes you because you won't look at what's around you!", angry that Alice cannot figure it out that Bumby is the cause of her madness. And before Alice's encounter with Bumby, when she asks the Queen what the Infernal Train's destination is, she says "madness and destruction." hinting that if Alice should be defeated by Bumby then Alice is doomed to insanity and physical decay due to her fate as a prostitute. She continues with "You shouldn't ask questions you know the answers to, it's not polite. And that noise wasn't Lizzie talking in her sleep.", again agitated that Alice would ask questions to things that are obvious to Lizzie, that this is all Bumby's fault, and venomously reveals the truth of her own fate to Alice.

Alice, satisfyingly horrified, overcomes her fear of Bumby and escapes of his control to gather enought courage in real life to kill Bumby by pushing him across the train track, hence avenging Lizzie.
 * According to the art book, the Queen's face is supposed to be young Alice, not Lizzie. Lizzie was several years older than Alice, presumably a teenager at the point of her death, not a little girl. The Queen appears to be the part of Alice that isn't in denial about what happened in that faithful night this time round.

Alice:Madness Returns is feminist
A girl (with long hair and not lacking at all in the beauty department) struggles to regain control over her world, destroys monsters and overcomes daunting obstacles while wearing a dress, ribbons, stockings, gloves, a necklace and an apron. What does she fight with? A knife, a pepper grinder, a teapot (items used in cooking), a clockword rabbit, a hobby horse (toys and hence taking care of children) and dodges with a parasol. She manages to triumph over a man, regain control of her world and herself, avoid a fate as a prostitute by bringing the man (who is a rapist and a pimp) to justice by killing him and avenging her family and unfortunate previously-raped sister. Doesn't that just sound feminisitic?
 * Victorian London was not a pleasant place for a vulnerable teenage girl like Alice. It isn't too feministic with the prostitution and rape because it's Truth in Television. The knife is, well, a knife; the Pepper grinder is an allusion to the pepper mad cook of the Duchess and the teapot references the Hatter's tea party.

Alice never forgot what happened on the night of the fire, she was just in denial
Put simply, she let herself think she didn't know what happened because she (justifiably) didn't want to deal with witnessing what happened to Lizzie, or indeed the fact that the one responsible is now 'helping' her. By extension, this would mean that she probably also knew what Bumby was doing with the orphanage kids, and the dollhouse level is a representation of her repressed guilt, particularly the part where she has to walk between the giant doll's legs, symbolizing how she allowed such things to happen. While concious-Alice has repressed this to the level where she thinks she doesn't know, the Wonderlander's represent her subconscious, so they do, hence the Red Queen ("What you claim not to know is merely what you've denied"), the Hatter ("Forgetting is just forgetting, except when it's not. Then they call it something else. I'd like to forget what you've done. I tried. But I can't.") and the Caterpillar ("You may not yet have paid enough for witnessing the pain of others"). Yes, this WMG is very Silent Hill-esque.
 * I always thought this was the intention in the first place.

Alice will become Pinkie Pie in her next life.
It sounds a bit strange at first, but think of it like this: the reason why Pinkie is so bubbly and surrounds herself with so many friends is because she knows how destructive her loneliness and sorrow can be. She's trying to prevent Wonderland (and her sanity) from being ruined again. The party she throws for her family that earns her a Cutie Mark was merely her trying to spend as much time as she could with them before something bad happened to them again. In "Party of One," she thinks that no one wants to be her friend anymore, so she begins to relapse and starts having hallucinations.

The Cheshire Cat is the mastermind behind everything.
Cheshire is playing everyone in Wonderland. Despite being cryptic and vague, he always seems to know more than he let's on. Cheshire is the only one who actually gets Alice to the places she has to go and meet with certain characters but he never really explains why (unless someone is suggesting Alice is really gullible). There's also the one moment at the end of the first game where he was going to reveal the secret about Alice and the Queen before his temporary death. There's also the fact that no one knows where he disappears to. I figure that he's scheming off camera. Let's not forget that Cheshire never gets lost and happens to know exactly where everyone is without having any method of tracking them other than possibly pure happenstance. Essentially what i'm getting at is that Cheshire is up to something and I doubt it will benefit Alice in any way.
 * As for caterpillar, he serves as the wise hermit but there's reason on the basis of suspicion that he's working for/with Cheshire.
 * Let's not forget in Queensland that eat me cake conveniently sitting on a table. Who left the executioner's weaksauce weakness there in the first place? The Red Queen wouldn't've left it there, unless...

Everything after Queensland was All Just a Dream
The start of chapter 5 wasn't a flashback. Alice ended up back in the asylum, possibly as Bumby realized how bad a job he was doing of making her forget and didn't want her to tell anyone what he was doing. She was either lobotomized (hence why she was bald for that segment?) or just having another one of her Wonderland hallucinations (but one that carried over to the "real world"). So, she remembered what happened to her family, sussed out that Bumby was pimping the orphanage kids, and avenged Lizzie, but justice was never served in reality; the 'doctor' is going to carry on with what he was doing and Alice is going to be incarcerated in Rutledge for gods know how long. How's that for a Downer Ending, eh?

If there is a sequel(Alice 3) the White Knight will return
Because there will be someone new helping Alice in the real world to separate Londerland back into its original forms(but with London looking more bright). This person will also be able to see Wonderland and will look like a normal person to the player but whenever Alice sees him he'll appear as the white knight. The name of this man helping Alice well it's not that hard to figure out but it's Charles Lutwidge Dodgson(the real name of Lewis Carroll).


 * I would have to disagree. The alicewiki page for this suggests that Alice's father wrote the stories for her. Lewis Carroll is never mentioned in-game. If you want to go based on history Lewis was the Liddell family friend for a few years leading up to the fire. The problem lies with the fact that the year before the fire based on a few missing pages in Lewis's diaries that something happened to make the Carroll-Liddell friendship to become unstable. The friendship became distant and then nonexistent. Besides I would think he would've stepped in as Alice's legal guardian thus avoiding Bumby completely. No, if the White Knight does appear he would be... someone else completely different.