So "Alice's Adventures in Wonderland" is known as "不思議の国のアリス" in Japan. What does the second の do here? I don't think it means that アリス belongs to the 不思議の国, and 不思議の国 doesn't seem to be a characteristic of アリス either. So what exactly is going on here?
The particle の does not only indicate possession, but also means a variety of other things such as hierarchical role, or in this instance, physical location. Here's the dictionary definition:
㋒所在。…にある。…にいる。「大阪―友人」 ("My friend in Osaka")
So, 不思議の国のアリス does translate to "Alice in the country of wonders." It does not mean that Alice lives there but that she is situated there for much of the story.
For more information: How does の really work?