There are more obvious analogies, the simplest of which is Alice In Wonderland and how the White Rabbit provides the means for the hero to return to where they are supposed to be. Unfortunately, it's far too difficult to go into too much detail without having to ingrain a spoiler at the top, because many of the films key notations are inward and secular, as they constantly repeat themselves in varying formats, but by the same token provide a film which can be interpreted by all viewers in different and personal ways.
Donnie Darko succeeds because it gets the small things right. The made for cinema cut is slightly more Lynchian than the directors cut due to the absence of some notable moments and thereby lacking the continuity, and so I'd have to recommend the Directors Cut due to it being somewhat more coherent (although that's not essential) and providing a deeper explanation as to the events which transpire. Moments where Donnie is playing on an Arcade machine, and the importance of placebo's are key plot moments but are lost on the viewer without the Directors Cut. But whichever version the subtleties of plot and character developments keep the viewer hooked. The interesting twists and turns of the story whether it be human drama or science fiction are exceptionally well written and perfectly acted. Suffice to say this film works on more levels than one, and will leave a deeply profound affect on all those that want it to.