Both Neil Gaiman works feature a dark, parallel world that was a distorted version of our own. People in the "real" world would be there in the other but playing different roles.
a white-faced character in a monastic cowl and robes talks about someone having destroyed "The Pit of Despair" (an obvious allusion to the torturous albino played by Mel Smith who operated said "pit" in the Rob Reiner film)