I remember watching this when it was first broadcast.

I remember watching it as well. Although I was very young, and I only remember my mother telling me that there was a bad guy who wanted to "put ALF to sleep" with a hypodermic needle. I remember being upset because seeing the needle reminded me of going to get a shot.

My cat ate your honor student
Witch #3

It was made to provide closure to the series. Since the real last season was cancelled, it ended in a cliffhanger.

Gordon Schumway ("Alf") managed to contact some survivors from his planet, and they arranged to pick him up. Unfortunately, the Air Force was listening in, and intercepted. We were left seeing the spaceship leave quickly, while helicopters and such came in to surround the alien beastie. It was a terrible slap in the face to anyone who'd watched the entire series (I must be older than you guys; I was in my late teens, early 20s when it aired.

It was probably the most tragic comedy ever aired on television, besides Blackadder Goes Forth.