Kagi Hime Monogatari: Eikyuu Alice Rondo

Both have supernatural girls that fight each other, a sister with the brother complex, a male protagonist close to one girl plus lost in his own world and a character that feels guilty for what happened to his/her childhood friend. 

This two series have the same action flavor with magic shoujos based of fairy tales… And that's all, after watching just the first episode of Märchen… 

Pandora Hearts and Kagihime Monogatari Eikyuu Alice Rinbukyoku both have a strong connection to the Alice In Wonderland characters and story.  

The plotline is really similiar. In Rozen Maiden, you have living dolls of the unique Rozen Maiden collection who compete/fight against each other to achieve the title of "Alice". In Kagihime Monogatari Eikyuu Alice Rinbukyoku (Key Princess Story: Eternal Alice Rondo), there are girls, who are called the "Alice", that have fragments of the unwritten third Alice story (by Lewis Carroll). The Alice fight each other and collect the story pieces. Also, the protagonist is a male in both series. Each protagonist pairs up with a girl/doll who is part of the fight, and both shows deal somehow with "Alice". Differences would include that Kagihime has more ecchi (you have been warned). Rozen Maiden has dolls and Kagihime deals with a mysterious 3rd book of the Alice series. Well, enjoy~  read more 

Similar plot, both have stories inside the stories.