Because of Shinki's dialog, in which she mentions that everything in Makai is her creation, it is thought that Alice is Shinki's daughter (although this definition would also extend to the other Makai residents). However, there's been no further mention of this since then, and Perfect Memento states that Alice was once a human who became a youkai magician. It is unknown whether this is a retroactive change of continuity, merely a mistake by Akyu, or if fans were mistaken from the beginning when thinking Alice was Shinki's daughter. Since there has yet to be any official statement by ZUN, this is merely speculation. However, it is interesting to note that her title is "Witch of Death."
Two of the dolls she carries are called Shanghai and Hourai. Shanghai has appeared with several different outfits, but is always depicted with a red ribbon tied in a bow in its hair. No official artwork of Hourai exists (it appeared only as Alice's final spell card), and thus all fan depictions of Hourai are original. In Imperishable Night, Alice uses Shanghai to assist firing her shots. Both dolls are used as weapons by Alice in Immaterial and Missing Power in spell cards; their sprites appear to be identical. However, in Scarlet Weather Rhapsody, while both Shanghai and Hourai are still spell cards, the Hourai spell card summons multiple dolls at the same time, all with the same sprite as Shanghai. The treatment of Shanghai and Hourai as unique dolls is strangely at odds with Perfect Cherry Blossom, where there were many copies of the dolls, used in the spell cards Curse: Eerily Luminous Shanghai Dolls and Curse: Hanged Hourai Dolls. It is almost certain that the dolls were originally not meant to have names, and that "Shanghai" and "Hourai" are references to countries where the dolls were made, much like Alice's other dolls, such as the "Foggy London Dolls" or "Red-Haired Dutch Dolls".
Being known as the "Seven-Colored Puppeteer" or "Rainbow Puppeteer", Alice apparently believes in a correlation between color and power level. During her dialogue with Reimu, she asserts Reimu's powers are only equal to 28.5714% (or 2/7) of her own powers, due to Reimu's outfit only consisting of two colors. This appears to be a recurring theme in Perfect Cherry Blossom, as Yukari, Ran and Chen are all named after colors and have relative power levels equivalent to their colors' place on the visual spectrum.
According to Aya Shameimaru during her interview with Eirin Yagokoro, Alice has been a recurring customer of Eirin's, coming to see her to buy a medicine she developed called Kochoumugan (Butterfly Dream Pill). The medicine guarantees its imbiber to have pleasant dreams once they fall asleep, and was even featured in an article in Aya's newspaper. The reason for purchasing this medicine or even what kinds of dreams Alice is trying to have were never revealed, but instead are left purely to speculation. However, this might be a reference to "Alice in Wonderland", from which the concept of her character is derived.
Alice's alternate palette from Scarlet Weather Rhapsody resembles Hina-Ichigo, a doll from the manga series Rozen Maiden. In Touhou Hisoutensoku, she has palettes resembling the other Rozen Maiden dolls: Suiseiseki, Souseiseki, Suigintou, Shinku, Kanaria, and Kirakishou. Add the fact that, in Rozen Maiden, the aforementioned dolls are battling for the title of "Alice", the perfect doll. Interestingly, her second Hisoutensoku palette does not only resemble Suigintou but Sakuya Izayoi as well.
Alice is the only boss who appears 3 times in a single stage (2 times as midboss and 3rd as actual boss in her Perfect Cherry Blossom appearance).
A closer look at Alice's book in her character portrait for Imperishable Night reveals that the writing possibly spells out "Grimoire". This further proves the theory of it possibly being the same Grimoire which Alice used back in the Mystic Square Extra Stage.
Her dolls are filled with gunpowder, as said in many of the games she appeared in.
She's also one of the four characters to appear in both PC-98 and Windows games, and the others being Reimu, Marisa, and Yuuka.
When she appears as a Mystic Square stage 3 boss, Alice uses 2 fairy like creatures as assistants when she attacks the player.Maybe these are the'Dolls' that Alice uses in the PC-98 age, or even early designs of Shanghai and Hourai.