http://geass.jp/nunnally/
Nunnally in Wonderland announced! Some time in 2012 they will be releasing a book+blu-ray (and book+DVD) package which contains a 40 page storybook along with video footage featuring an original story in the Code Geass universe. It features Nunnally and is inspired by Alice in Wonderland. Takahiro Kimura is overseeing this project.