Alex describes Marty as being the zebra that is "black with white stripes" as opposed to the other way around. His personality is actually the most distinct, even if it's subtle, and that distinction is pretty much being the embodiment of his voice actor Chris Rock.
Near the end of Europe's Most Wanted when the circus animals discover the Zoosters are zoo animals, Stefano asks "Is your name even Alice?" to which Alex replies "No, but it never really was." Now, it's obvious by this point, Alex let that whole mispronunciation thing slide, but assuming he knew Stefano meant to say "Alex", it's also true that that was never really his name - in Escape 2 Africa, we learn he was born "Alakay."
In "Europe's Most Wanted", Vitaly just overcame his fear of failing and got his fiery hoop act done right, thanks to assistance from Alex's mane conditioner and claw trick, then the song playing during the colorful circus performance was "Firework" by Katy Perry, what do you think the song's message was? Those of you who did are pretty awesome in their own way... just like the song!
Again in "Europe's Most Wanted":
Alex: What does a human say when he's passionate? He says 'I'm an animal'! Well we are animals!
It's established in the first film that humans can't understand the animals when they talk, so what's up with all the dialog that Alex has with Du Bois in the third movie? But then you notice that Du Bois never replies to Alex because she can't, of course, understand him.
So Alex was the only one protecting the lemurs from the fossa, right? Well, considering that Alex and his friends left the island in Number 2...
When Alex chases the fossa away from his friends, he roars at them that they're on his territory. So it could be that he scared them so much that they'll be sticking to their own side of the island, too afraid to go near where the lemurs live.
The lemurs honestly believe that the sacrifice of the shark brought the water back. So does this mean they're going to sacrifice somebody every time there's a drought now?
Possible, but irrelevant. The lemurs left Africa and they are the only witness of the shark jumping in the lava. Everyone else already left, so it's just King Julien word that the sacrifice worked. On the other hand, Alex and company know about the demolished dam and there is no reason to think that they didn't tell to the other animals.
It's not obvious at first glance, but you can see that Alex, the Penguins and the other recurring characters are not the only characters on the liner in the first film. (Containers marked with "Rhinoceros" and stuff like that.) None of these other animals are ever seen anytime else...which means that they're still on the shipmore than likely DEAD while the gang is in Paris.
Or the penguins dropped them off somewhere else.
Possible, but unlikely. The penguins are known psychopaths, and left the humans on an inflating boat in the middle of nothing. How many rhinos can use an inflating boat?
So Alex is only fine in the sequels because he eats seafood. Should he suffer another food shortage his Sanity Slippage would happen all over again, though he might have learned to control himself enough to stop himself from down right attacking someone.
The third movie ends with Chantel and her goons bound and gagged inside crates being shipped to Madagascar. Given that they have taped mouths and no food or water in sight....how exactly are they going to survive the lengthy trip?
Chantel and her goons already showed absurd feats of strength and agility, plus are implacable. And they have a spare inflating boat. The moment the sedative lose all of his effect, you can count on them breaking free.
The tourists in the second movie. They're not shown getting rescued. For all we know, they're still stuck in the jungle and probably dead, now.