I just discovered a clever, entertaining webcomic called Cheshire Crossing. It tells the story of Alice, Dorothy and Wendy meeting in what they think is yet another mental institution (they’ve all been diagnosed with dissociative disorders), getting to know each other and their powers (because the ability to visit places like Oz and Neverland isn’t just an accident, it’s a special gift). They end up crossing between their respective otherworlds several times, encountering each other’s adversaries and companions.
Unfortunately, it seems to be on hold for now, but there are four issues to read for free on the website.
(Interestingly, this isn’t the only comic-style meeting of these three characters, as they are the stars of Alan Moore’s Lost Girls graphic novel, although that is perhaps aimed at a more, ahem, mature audience.)