Lost Girls books one and two: by Alan Moore and Melinda Gebbie.
Published by Kitchen Sink Press in 1995 (Book one) and 1996 (Book two).
Book One: ISBN-13: 978-0878164066
Book Two: ISBN-13: 978-0878164370
Erotic graphic novels featuring a grown up Alice, Wendy and Dorothy. Not one for the kiddies!!
From the publishers:
For more than a century, Alice, Wendy, and Dorothy have been our guides through the Wonderland, Neverland, and Land of Oz of our childhoods. Now, like us, these three lost girls have grown up and are ready to guide us again, this time through the realms of our sexual awakening and fulfillment. Through their familiar fairytales they share with us their most intimate revelations of desire in its many forms… revelations that shine out radiantly through the dark clouds of war gathering around a luxury Austrian hotel. Drawing on the rich heritage of erotica, Lost Girls is the rediscovery of the power of ecstatic writing and art in a sublime union that only the medium of comics can achieve. Exquisite, thoughtful, and human, Lost Girls is a work of breathtaking scope that challenges the very notion of art fettered by convention. This is erotic fiction at its finest.
According to Wikipedia:
The first six chapters of Lost Girls were initially published in the Taboo anthology magazine, beginning in 1991 with Taboo #5. Kitchen Sink Press’s Tundra imprint later reprinted the Taboo chapters as two separate volumes, containing all of the previously-published chapters. A ten-issue series was scheduled at one point, but Moore and Gebbie instead decided to take the time to finish it, then offer it to various companies as a finished product. Eventually Top Shelf was selected as the publisher, and at one point the finished product was meant to be released in late 2003 or early 2004. In the U.K. the book was published on 1 January 2008, and launched by Moore and Gebbie at a book launch in London on 2 January.
There’s an interview with Alan Moore here.