Accidental Downer Ending: Season 2 ended with the main villain of the series having partially succeeded in enacting his plan, and everyone in the train station (bar one) either unconscious or dead, before Syfy cancelled the series. Referenced by...The Big Bang Theory, where Sheldon struggles to deal with this cliffhanger in "The Closure Alternative" due to his general closure issues. In The Stinger, he finally manages to contact the creator Bruce Miller and badgers him into telling Sheldon how he would have resolved the cliffhanger, only for Sheldon to tell him it stinks and hang up.
Playing with Character Type: Skylar's first episode initially appears to portray her as the kind of crazy superpowered teenager that Summer Glau was famous for playing in Firefly and Terminator: The Sarah Connor Chronicles. This makes the revelation that she's trying to save her own daughter much more of a surprise, since nobody would expect that type of character Glau normally played to be old enough or stable enough to be bringing up a kid.
Screwed by the Network: It took around three months for Syfy to announce the show would be cancelled, after so much hope was generated for season three. An interesting example because Ryan Cartwright (Gary's actor) initially posted on his Twitter that he will assume Alphas is cancelled after waiting so long to "decide" and this forced Syfy to react and contradict him. Of course in the end, it was still cancelled, serving as a Kick the Dog moment for the fans.
You Look Familiar: Brent Spiner has appeared in both Alphas and Warehouse 13 playing different characters. Notable as this is the first time they've reused an actor in a different role since the series was established to exist in the same universe as Eureka and Warehouse 13. note The latter series reused actors, but this happened long before the crossover occured.
Specific
Kimi Milard (Sarah Slywchuk) actually had one openly spoken line of dialogue in the entire second season, though it was cut for unknown reasons.
