Black and Grey Morality: The bad guys kidnap people from our world including children and drain them of their emotions, Mooks are sentenced to decapitation with frequency, and keep the populace in control with drugs. As for the good guys... see Well-Intentioned Extremist, and the way Hatter the con man behaved, especially before becoming committed to the Resistance.
Came Back Wrong: Mad March's new head is well...yeah. This was only because the Queen's impatience forced the Carpenter to take shortcuts. Though it's only physical. Mentally the Mad March is just as he's always been.
Cheshire Cat Grin: In Alice's Dream Sequence, her cat Dinah does this before teleporting away. Strangely enough, this is the only time in the series where the Cheshire Cat is alluded to.
Chess Motifs: The architecture White Knight's kingdom resembles giant chess pieces.
Chivalrous Pervert: Hatter flirts like crazy and is obviously attracted to Alice. When it comes time for sleeping arrangements, Charlie gets a hammock, Alice gets the bed... and Hatter sleeps propped up against the wall.
Crapsaccharine World: Wonderland goes back and forth between Crapsack World played straight, and the beautiful Happy Hearts Casino, where "Oysters", or people from our world, are drugged and play in the casino so that they can be drained of their emotions, which are sold on the market as drugs.
Emotion Eater: The Queen of Hearts keeps the residents of Wonderland happy and controlled by harvesting positive emotions from captive humans and selling them to the populace as "teas" through "Tea Shops", like the one Hatter owns/operates.
Evil Cannot Comprehend Good: The Queen of Hearts assumes that Jack chose Alice because she was useful to him, not because he fell in love with her.
Hatter: Do you know why they call me Hatter? Alice: Because you wear a hat? Hatter: (Beat) No.
Megaton Punch: Hatter is capable of one. He misses punching Dodo once and it cracks a pillar.
Men Are the Expendable Gender: Yeah. The dead Winston King of Hearts, Carpenter/Robert Hamilton, Walrus, and potentially Agent White are all men.
Admittedly, there were not a great many female roles at the forefront of the show aside from Alice and the Queen. Duchess could have theoretically qualified for expendable because Redemption Equals Death but it was averted in her case. Probably just as well. Somebody had to rescue Jack.
Mind Screw: The Truth Room. Also the size-changing box that Alice gets trapped in near the beginning, when it is somehow over the ocean.
When giving the password to the Great Library, Hatter says that he's returning a book by Edwin and Morcar. They are both historical figures mentioned by the Dodo in his lecture about William the Conqueror in the novel.
When the Tweedles give Alice a desk to write on, it has a pair of white gloves and a fan on it. In the novel, Alice found these things on the White Rabbit's desk.
Hatter introduces himself and Charlie as Robinson and Duckworth. Robinson Duckworth was part of the boating expedition where Carroll first told the tale.
Possibly doubling as a Visual Pun, the last shot of the series is Alice, Hatter, and Carol seen through a looking glass.
Rule of Cool: Everything from the book is stylized and made to look extremely cool. Why does the aerial transport look like a blend of a Vespa and a flamingo? Rule of Cool. Why make your lackeys wear black robes with clubs on their heads? Rule of Cool.
The Oysters are barefoot and that is what connects them to the Lotus-Eater Machine. Said Machine drains their souls through their soles.
Suddenly Voiced: The Walrus is so when he reveals he was the Carpenter's warden and tells him not to try leaving when the Carpenter remembers he's Alice's father.
Super Strength: Though not stated outright (at least as far as I remember), Hatter can punch hard enough to leave a small crater in a wall.
It may not be strength; there was an early throwaway line mentioning "that sledgehammer you call a hand".
To which Hatter replies "It's just flesh and blood." Not that we're sure he's telling the truth at that point...
During his fight with The Dodo, Hatter misses punching Dodo in the face and punches a marble pillar. Given how easy it is to break small bones in one's hand punching a person, it's fairly impressive that Hatter punched the pillar and the pillar broke.