The Lory is a character appearing in Chapter 2 and 3 of Alice's Adventures in Wonderland by Lewis Carroll, a reference to Lorina Charlotte Liddell, Alice's older sister. Lorina also appears, unnamed, as herself at the beginning of the book.
In this passage Lewis Carroll incorporated references to everyone present on the original boating expedition of July 4, 1862 during which Alice's Adventures were first told, with Alice as herself, and the others represented by birds: the Lory was Lorina Liddell, the Eaglet was Edith Liddell, the Dodo was Charles Lutwidge Dodgson, and the Duck was Rev. Robinson Duckworth.
According to The Annotated Alice, Carroll had originally had the characters dry off by having the Dodo lead them to a nearby house for towels. As they walked, only Alice, the Lory, and the Eaglet could keep up. This was a reference to a boating outing Carroll had with the three girls and their family. It began to rain and the group left for a nearby house. Carroll and the sisters got there first, as they walked the fastest. Carroll ultimately replaced this scene in the book with the Caucus race, as he felt that it would only have been funny to the people familiar with the incident.