IGN: "Everything about Alice: Madness Returns makes a strong impression - from the animated memories of Alice's horrific past to the dingy, depraved streets of London, to Wonderland itself. Every setting, every environment tells a story. Watching Alice's memories of the death of her family, and her abuse and imprisonment during her catatonia makes it easy to see why she fled reality for the bizarre and dangerous Wonderland.
Seeing the real world Alice returned to after the first game's events, it's easy to see why she'd flee back. This is the other side of Victorian England, the industrialized side. Open air markets are clogged with orphans and beggars, and prostitutes and pimps call out from street corners. It seems like an intentional choice that the "human" denizens of the real world are just as twisted looking as the creatures of Wonderland Alice will later encounter."