At the end of both of the Alice books, we awake with a start from the fantasy world and find ourselves dropped back into "real life" with a solid thump. Well, OK, there's not a literal thump – at the end of Alice's Adventures in Wonderland, the playing cards throwing themselves at Alice turn to dead leaves falling on her face as she sleeps under a tree next to her sister, and at the end of Through the Looking-Glass, Alice shakes the Red Queen into her black kitten Kitty. But in each case, we have a sense of realizing that "it was all a dream": despite everything that's happened, nothing has really changed.
The end of Alice's Adventures in Wonderland includes one additional scene. After Alice wakes up, she tells her adventures to her sister. Alice herself runs off gleefully, and for a moment the reader is left alone with the sister, recalling all the strange characters and weird happenings of Wonderland. Carroll uses the sister as a guide for the reader, teaching the reader how to appreciate Alice's imagination even while realizing that it's just a fantasy.
The end of Through the Looking-Glass is rather different: Alice continues to wonder whether Looking-Glass World was her own dream or the Red King's. While we're pretty sure it was hers, this reminds us of a logic problem. You know, the way that you can see the world in terms of a chicken crossing the road or a road crossing a chicken, depending on your frame of reference. The difference between the books – ending on a note of appreciation for the imagination of a child versus ending with a logical puzzle – suggests a development in Carroll's own preoccupations.