Alice's Adventures in Wonderland is most obviously connected to Lewis Carroll's other work about Alice, "Through the Lookingglass," and his other stories and poems, like "Jabberwocky," which utilize similar forms of rhyme and nonsense. Carroll's work is deeply entwined with other Victorian works of children's literature as well, like "Peter Pan," "The Wind in the Willows," and the poetry of Edward Lear. It may also be interesting to read "Flatland," a mathematical novel from the 1880s.
In the modern era, Alice's story can be connected obviously to children's literature about fantastical journeys ("The Phantom Tollbooth" would be a great pairing), or to almost any fantasy or sci-fi novel...