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Little Nell was a fictional character created by Charles Dickens. On Christmas Eve 1869, the Ninth Doctor told Dickens that her death scene "cracked [him] up". (TV: The Unquiet Dead)
Conversely, Henry Gordon Jago told his friend Professor George Litefoot in the 1890s that he was "beside [himself] when Little Nell died." (AUDIO: Beautiful Things)
Behind the scenes
The mention of this character implied that the novel, The Old Curiosity Shop, also exists within the Doctor Who universe.