Some of the memories, when you get a sneak peek of life in the Liddell family and realize that Alice had a stable, loving home and family. Keyword is had, and it's kind of sad when you remember what happens next... Downer Ending much?
The ending of the game. YMMV on this, but seeing the once-decrepit, dark and dirty London brightly lit with a blue sky, with colourful mushrooms growing out of the cobblestones and objects from Wonderland... This troper finds that ending very heartwarming, now that Alice can view the world in a happier light.
When the Hatter scolds Alice on the Infernal Train, he appears to be having a tea party with his (now non-cyborgish) friends, just like the good old days. A perfect happy ending for them.
This troper got the impression that it was a memory of the past, as it is immediately followed by the visage of his mechanized friends laughing maniacally while prodding his disembodied head. It is also worth noting that the spiral table at which the cutscene takes place is the same location where Alice first finds the teapot cannon.