- The episode where ALF finds out that Willie was a train hopper in his youth, and ropes him into hopping another one. Alone in the car, they end up discussing ALF's lonely existence as possibly the last of his kind. They both make a wish on a shooting star, and afterwards ALF says: "I wished I had my planet back."
- "Alone Again, Naturally": When a woman who claims to have an alien in her house turns out to be a scam artist. Willie tries to comfort the devastated ALF by saying lots of people feel like they're all alone at some point, and ALF replies: "Feeling alone and being alone are two very different things."
- "Alf's Special Christmas: After destroying the Tanner's best laid Christmas plans (par for the course for Alf), he befriends Tiffany (who is an eight year old in the hospital with a terminal illness who "won't live to see another Christmas"), delivers a child (and talks the mother into naming her newborn daughter after Tiffany), and stops the hospital Santa from committing suicide. To top it all off, Tiffany is based on (and named after) an actual child who died that year and the episode is dedicated to her. For an Alf story, it is surprisingly dark.
- Try the series premiere on for size, when ALF first crash lands on Earth. It ends with him using Willie's ham radio to try and send a message to any other Melmacians out there, letting them know that he's all right and he misses of them. What ALF doesn't say, of course, is that he may well be the Last of His Kind and that no one out there can hear him.
- The entire outcome of the episode "We're So Sorry, Uncle Albert" if you think about it. When Uncle Albert, Willie's uncle who is just starting to reform his former cruel ways, visits the Tanners, ALF is forced to sleep in a tent knowing nothing about the man besides that he used to be mean. When the two finally meet, Uncle Albert dies of shock. ALF at first celebrates in a humorous way, but we soon find out that on Melmac, deaths are happy occasions where the individual's life is celebrated. ALF thought this man was horrible and yet he still used what in his mind was a positive ritual to celebrate him. Not only that, but ALF soon blames himself for Uncle Albert's death, even though the rest of the family doesn't blame him. This entire episode when thought long and hard about is very sad not only for Uncle Albert who was reforming but ALF who had no ill intentions even though they couldn't have even been blamed due to his small knowledge of Uncle Albert. Don't forget the Tanners mourning for their lost family member, especially Willie.
- Basically the Downer Ending of the Series Finale, which ends with ALF being captured by the government, just as he's about to leave Earth, leaving ALF fate uncertain, had it not been for the Made-for-TV movie, you would be left thinking that ALF was killed shortly after this.
Tear Jerker / ALF
ALF managed a few surprisingly effective dramatic moments over its run: