Destroying the Red Queen destroyed WonderlandThat's what the Queen meant when she said 'If you destroy me, you destroy yourself.' As the tentacles everywhere imply, she and that world were so linked together that her destruction meant the world's destruction, and completely forgetting that crazy place is the only way Alice could become fully sane. That end cinema where everything was restored was actually the last thing the Wonderland residents saw before being annihilated.
The White Rabbit is actually on the Red Queen's sideHe was the Queen's herald in the original books, and is continuing to serve her by trying to get Alice to give up her quest. Him constantly eluding Alice was meant to confuse and disorient her and his death was staged so Alice would feel guilty and depressed, which would impede her progress and give the Jabberwock more power.
The Mock Turtle is actually on the Red Queen's sideThe business with his shell was really a ruse so Alice would kill the Duchess, who the Queen wants dead, and so Alice would have a bit more blood on her hands. The real reason the Turtle gave Alice something to help her breathe underwater was so that the Queen's minions could have the pleasure of killing Alice rather than have her just drown, which is much less delicious. If the Turtle was still a good guy, why doesn't the Gryphon, his best friend, ask if he's alright or something?
The teasers and promotional material for Madness Returns hint at Alice in Wonderland characters who will appear in the game.
Madness Returns will be to American McGee's Alice what Through the Looking Glass is to Alice in WonderlandPromotional material shows that Madness Returns will have more plot than American McGee's Alice, like Through the Looking Glass had more plot than Alice in Wonderland. And like Alice in Wonderland was about Alice trying to sort out her size and find that beautiful garden, American McGee's Alice was about Alice trying to sort out her mind and find that beautiful sanity. So maybe Madness Returns will have Alice become Queen again?
There will be a third gameIt's a gut feeling.
The game shares a universe with PsychonautsSelf explanatory to anyone familiar with both games.
This incarnation of Alice is a Magical Girl but has forgotten itWonderland hints at the true nature of her Witch's Labyrinth. Somehow she retains enough control over her emotions to avoid a lethal dose of Corruption. The reason she does not remember making a Wish with Kyubey is that the hypnosis therapy she took has made her forget this important fact, but as she acquires weapons and powers in Wonderland it all seems too familiar to her somehow. At the end of Madness Returns, Wonderland appearing to merge with the real world implies that she has somehow transformed beyond a normal Magical Girl without becoming a Witch and acquired some powers normally only accessible to Witches, and she can now exist both in the real world and in Wonderland at the same time.