Well, I've looked around, and I can't find a picture of the complete set, BUT it seems McDonalds' current Happy Meal Toys are once again Madame Alexander toys, and these are based on fairy tales. From what I saw at the drive through when I got my egg mcmuffin this morning, there are four pairs of characters:
Alice in Wonderland and the Mad Hatter
Hansel and Gretel
Cinderella and Prince Charming
Little Red Riding Hood and the big bad Wolf