What kinds of themes can I compare with both "Alice's Adventures in Wonderland/Through the Looking Glass" (novel) and "The Princess Bride" (film)?

I think that there are several areas to which one can
point.  The idea that both settings are different worlds could be one staring point. 
The worlds of both are different from modern reality and comparing their settings would
be a strong place within which to begin.  There are definite evil figures in both. 
Prince Humperdinck in Goldman's work and the Queen of Hearts in Caroll's might also be
good points of comparison in how they endanger the protagonists with their rules and
orders that seek to enhance their power, while taking others' away.  I would probably
focus on the notion of the quest of Alice and Buttercup/ Westley and examine how they
are similar.  Both characters are ordinary people thrust into extraordinary conditions
the quest makes them almost superhuman in what they have to endure.  Finally, I think
that the characters that are met along the way of their quests might be another good
point of analysis.  The side characters in both Goldman's work and Carroll's help to
bring out the unique nature of the protagonists' quests.