A lot of the things in this world are created by the Beldam.
Nearing the end of the film, the entirety of the Other World is revealed to be a huge spider web, fitting with the true nature of the Other Mother as a spider of sorts. The Other World is tailored to be just like the world that the inhabitant children live in, only far more exciting or anything the real world lacked in the child's opinion, as observed through the doll's eyes. The Other Mother used these observations to create a world so appealing and wonderous that the 'prey' would want to stay there forever. Therefore, the World would appear different for each child, to appeal to their individual needs and wants.
It is noted that the Other Mother can only modify objects and people already existing in the Real World, but cannot create her own. She also doesn't make anything that goes too far beyond the house, as Coraline discovers in of her attempts to escape.
In the first scene with the "other" dining room, on the wall behind Coraline there are 3 silhouette portraits of children. They are actually the silhouettes of the 3 Ghost Children that Coraline meets.
In the film, the Other World is always in nighttime, a reference to the fact that the Other World is a dark and evil place. It also suggests that the Other World is located somewhere foreign, possibly somewhere in outer space as the Other Mother controlled most of the natural events (e.g. lightning, shadow of button covering moon etc,) in the Other World. The only difference was when the Other Mother caused the weather to rain.
Many theories have suggested that the well could be a major portal to the Other World, as Wybie states that you can see a sky full of stars in the middle of the day from down the well. In the Other World, it's always a sky full of stars.
The wallpaper in the Other World has a bug/spider print on it, but the real world strangely does as well.