The Nightmare Trilogy consists of three manga set in Joker no Kuni no Alice that focus on Nightmare. While the English release labels all three volumes as 'The Nightmare Trilogy', the Japanese release does not group them together even though they clearly follow a chronological order.
Single Volume List
Alice has been living in the Clover Tower for a while now, and now that it is April Season, she is able to see Julius again and has met Joker, who is in charge of the circus that all roleholders must regularly attend. Nightmare isn't very pleased, and comes up with ways to both keep her attention and slack off from work. These mini adventures serve to unsettle Alice, who can't get away from his steady, penetrating gaze. Yet because the people of Wonderland all fear Nightmare, Alice tries whatever she can to get people to see that Nightmare isn't all that frightening. But what will happen when she wakes up?
Alice has gotten used to April Season and the season of winter that the Clover Tower is in, but she hasn't gotten used to dealing with Nightmare after what happened previously. Memories of her life at home are starting to resurface, and she finds a container in the Tower library that cannot be opened. A strong curiosity and desire to see the contents overtakes her, and even as she attempts to avoid Nightmare, she wants to open the container. Her desire leads her to Joker, and gets her involved in a situation far more dangerous than she could have expected.
Nightmare: He's beautiful, with silver hair, and skin like snow. And his heart is as cold as that same snow. Nightmare has confessed his love to Alice-but he won't make a move, take her hand, or even ask her on a date! Alice is still too unsure of her own feelings to give him an answer. To complicate matters, Alice finds herself onstage as part of Joker's circus show, and learns the stunning secrets of the circus, the prison, and Joker himself. Yet can she learn the secret to melting Nightmare's heart?
Love blooms in winter, in this final volume of The Nightmare Trilogy.