*Contains spoilers, read at your own risk*
This OVA consists of Nunally asking Lelouch to tell her a story like he did long ago... when they were younger and happier, and thus the tale of Nunally in Wonderland begins! (Featuring many characters from CG)
Coincidentally, OVA stands for Original Video Animation, and while this 28min OVA has barely any animation, it contains outstanding artwork, and it portrays a story-telling perfectly with it's bright and detailed colors, beautiful background, page flipping and character interactions.
It has it's comedy, and it's sad moments as well, notably the Fawn(Shirley) moment, or when the White Queen appears to tell about her idea.
Overall, I enjoyed it, but you should watch this with a grain of a salt if you're a die-hard Code Geass fan since this has no relation to the original plot, since it's just a children story, don't be swayed by others reviews, but don't be swayed by mine either.