This is a summary of the Nightmare and Julius Ending in Heart no Kuni no Alice and Anniversary no Kuni no Alice.
Alice meets Nightmare in the dream-world. Nightmare asks her if she's set on leaving. Alice says she is, but that she'll regret it. If she stays, however, she'll also have regrets. She says she feels like the Clocktower has become her home, so if she doesn't leave now she never will. Nightmare says that Julius is the same way. He thinks that he has to let Alice go now, because otherwise he won't. Nightmare tells Alice it will be better if she stays, but then Julius appears, and tells Nightmare to let her go. Alice thinks that she should feel relieved to hear that, but that instead it feels a bit like she's being thrown away.
Alice starts to walk away, but a cliff appears before her. She is scared at first, but then realizes it's one of Nightmare's illusions. As she starts to walk through it, though, Juilus grabs her and pulls her back. He hugs her tight, and then tells her goodbye. Alice notices he sounds unusually upset. He turns away from her, but instead of leaving, she hugs him from behind. Alice realizes she's fallen in love with him. Julius scolds both her and Nightmare, telling Alice that Nightmare's demonic nature is proof he's misleading her. Alice tells Julius she's already made up her mind, and that he should not let her go. Julius agrees, and Nightmare suggests that Alice lives with him if Julius ever breaks that promise. The world shifts back to the Clocktower as the game ends.