In Pandora Hearts, Chains are the beings of the Abyss. They are usually un-intelligent, and are only driven by their desire to leave the Abyss. They can only leave the Abyss by forming a contract with a human. They convince the human to contract with them so that they may change the past. They can also be driven by a strong dessire, as proven with Oz and the Chessire Cat.
Many characters in the series have a contract with a chain. The chain often represents what Alice in Wonderland character they were based off of. For example, Xerses Break is contracted the Mad Hatter, and it is easy to tell that Break is meant to portray Alice In Wonderland's Mad Hatter. Break's best friend, Liam Lunettes, is contracted and based of the March Hare which also is Mad Hatter's best friend.
The 'Wonderland' of Pandora Hearts, albiet a twisted version. It is an demention where those who have committed a great sin are sent. Not much is said about what happens to a person after they are sent, but it is asumed that they are either consumed or become chains themselves.
There are two types of contracts: Illegal and Legal.
The first, illegal contracts, are made without the permission of Pandora, and organization specially created for dealing with illegal contractors. Illegal contractors often cannot control the power of their Chain, and are driven insane and eventually dragged into the Abyss without having their initail wish of changing the past fulfilled. Because they have no control of their Chain, it will run rampant and consume people.
Legal contracts are made through Pandora. Unlike illegal contractors, legal contractors can control their Chain and its power. The contract extends the life and/or youth of the contractor, although activating the Chain weakens their bodies.
Oz is the main protagonist of the series. He is based off of the White Rabbit (he even carries a pocketwatch), and is Alice's main love interest. He unknowningly formed an illegal contract with her, after which they were recruited by Pandora. His family, the Vessaliuses, are very weathly and influential.
Alice is the main heroine of the series. She is a Chain that lost all of her memories, and formed an illegal contract with Oz, who had agreed to help her regain her memories. She is based off of Alice from Alice in Wonderland.
Also known as Raven, Gilbert is Oz's servant. He is one of two characters based off of the Doormouse, made apparent by his deathly fear of cats.
Break is a Pandora agent contracted to the chain, Mad Hatter. He is also based off of the Mad Hatter and the White Knight. A clear sign of this is his mad behaviour. He is also often seen having a teaparty with his master Sharon.