The young girl was Alice Pleasance (née Liddell), who at seven years old was befriended by Lewis Carroll.
An American collector bought up many of the lots, promising to display them "where they belong" at Christ Church College, Oxford, where Carroll was a don.
His highest bid was for Alice's photographic scrapbook, for which he paid £465,500 ($646,739).
He also bought a white vellum-bound copy of Alice's Adventures Under Ground, which Carroll dedicated to the little girl, for £157, 250 ($218,348).
Muse
The book was inscribed: "To her whose namesake one happy summer day inspired his story."
Carroll, whose real name was Charles Dodgson, then went on to write the fantasy Alice In Wonderland, citing the young Alice as his muse.
He is believed to have first created his fictional character on a river expedition with the three Liddell sisters in 1862.
Alice died in 1934 but she and several succeeding generations of her family carefully preserved many items relating to her fictional namesake.
The proceeds from the auction will go to the Alice Family Trust.
A photograph of Alice taken by Carroll, depicting her as a beggar girl, set a record for the author's pictures.
It sold for £179,250 ($248,789), more than £120,000 ($166,525) above the estimated price.
Graduate
The American collector, a graduate of Oxford, also bought a letter from Carroll to Alice written in 1891, one of only 11 in existence and the only one in private hands, for a £91,250 ($126,690).
Chairman of Sotheby's Europe, Henry Wyndham, said: "Sotheby's has had a long association with Alice in Wonderland since 1928 when we sold the original manuscript to Alice's Adventures Under Ground given by Lewis Carroll to Alice Liddell.
"In the intervening period interest in Alice has grown significantly."
The manuscript sold for £15,400, setting a new world literary record.
The Alice books are some of the most widely and most frequently translated works, apart from the Bible and Shakespeare.
They have been translated into more than 70 languages, including Swahili and Yiddish.