Now we have no way of knowing exactly what would have ended up in the movie had it happened of course, as it seems Gaiman was pitching elements from his entire
Sandman saga if these pics are anything to go by. But a good chunk of them seem to focus on the "Brief Lives" arc, in which Dream and Delirium seek out their long lost brother Destruction. Fan favorite characters such as The Corinthian, Fiddlers Green, and John Constantine are also depicted..
Update: Gaiman has reveled that the reason the pics cover so much of his run on
Sandman, is that they were pitching for a sequence of 3 movies.
This is only a sample, you can check out the rest of the great Jill Thompson Sandman art
here - and if you have a spare few hundred knicker lying around you can purchase a print too.