While on the subject of random Alice theories, here's something to chew on:
http://touhou.wikia.com/wiki/Dolls_in_Pseudo_Paradise:_StorySome Alice facts that are relevant to the above link:
Alice is a human who became a youkai according to PMiSS.
Alice is a coward at heart (one could say that in a group of people, she would be the most cowardly one)
Alice is a blonde girl.
Alice is fond of a thief, even if she won't admit it (Marisa)
Alice's house is SPECIFICALLY described as a western style house in the forest in either PMiSS or the intro to IN (I forget which. But I know it's in one of those. Meanwhile, Marisa's is never described as such, although it does look like one in the fighting games)
Alice according to Grimoire of Marisa puts a surprising amount of thought into the outside world (her PCB spell cards are named after Outside world places like London, etc). Possibly she originally came from the outside world.
Alice left Gensokyo at one point (she was in Makai in the PCB98 debut, which is generally not considered part of Gensokyo)
Alice is stated to look like a doll, her penultimate spell cards are Shanghai Doll and Hanged Hourai Doll. Hourai means "Paradise".
The Hourai (Paradise) Doll hangs itself in Alice's lose portrait for PCB. Also, the term "at the end of her rope" in Alice's profile originally comes from the idea that one commits suicide by hanging themselves.
Gensokyo is the Paradise.
Alice in Bohemian Archive is caught by Aya trying to do something quite nasty via naiing a person's effigy to a tree. The way typical voodoo works is that doing this would have nailed the poor recipient to a tree, as well. There is a brief hint here that deep down, Alice harbors a murderous side to her (when she threatens Aya and has a face so scary and full of malevolence that the tengu is intimidated into backing off. Bear in mind that Tengu are supposed to be powerful and in terms of personality, Aya is usually fearless, so Alice was probably giving off one heck of a murderous scary vibe)
Alice is also revealed in Bohemian Archive to be buying medicine from Eirin to cure her bad dreams. One could make the logical conclusion that she suffers from nightmares, if she needed this medicine in the first place.
Reimu has trouble remembering who Alice is (from PCB) despite seeing her before.
And here's how they all tie to that link:
The most cowardly of the 8 honest men (a group of people originally from the Outside that fell into Paradise, IE, Gensokyo) is a blonde girl who murdered her other cohorts because she missed the days when they were thieves, one of which she killed via nailing to a tree (despite how that cohort was INDOORS, so she must have used some sort of magic or voodoo trick to accomplish it) and another during a Shanghai style party, and the rest while they were staying in a Western Style House in the Forest, but for whatever reason (perhaps she couldn't mentally cope with it) thought the whole thing felt like a dream (or rather, a horrible nightmare, which would presumably haunt her from there on so she'd probably need medicine for it) and finally hanged herself in this paradise known as Gensokyo (IE, the hanged hourai doll, aka the doll in pseudo paradise, represents herself), and reincarnated as something no longer human (...twice?). On her way to the exit of Gensokyo (towards where? Who knows. Perhaps... Makai?), she was spotted by the Shrine Maiden (stated by ZUN to be "most likely Reimu"), who feels that she probably saw this girl before but can't remember.
She also apparently looked older before she reincarnated ("Reincarnation" is the title of the song where that comment is made), after which she looked young enough to be her own daughter. No idea how relevant that is to anything (since it's kinda working BACKWARDS from how she looked younger in the PC98 games and looks older today)
...oh, and apparently Mokou was involved, though darned if I know how that works (it's in Mokou's spell card descriptions by ZUN in Imperishable Night. For more reference, Alice herself actually knows a lot about the Hourai elixir in the Mokou dialogue of that game, and neither she nor Mokou give any proof that that's the first time they've seen each other). She's probably the being that several of the 8 honest men mistook for a shrine maiden near the start, before either she killed them or other youkai killed them while they were chasing after her. The rest of them were killed by the most cowardly of the 8 honest men, though.
Oh, and the girl on the cover of the CD (the blonde one) looks like an older Alice, too (or at least looks like an older blonde girl who wears clothes similar to what Alice wears). ...course, she also looks like Yukari but that's more likely just a coincidence.
