Build a wall and keep all the space aliens out
Most of the time they used a puppet run by Paul Fusco but in some shots including in the opening credit sequence, a dwarf (Michu of circus fame) played him, running, etc.
Cast members complained of the long days when they had to work through all the setups etc.
Wiki:
>>Due to the inherent nature of producing a show featuring hand-operated puppets (à la Jim Henson’s The Muppet Show), ALF was technically difficult and demanding on series creator Fusco as well as its four lead actors. All confirmed during a 2006 People magazine interview that there were high levels of tension on the set.[9] Max Wright stated that he despised supporting a technically demanding inanimate object that received most of the good lines of dialog. He admitted to being “hugely eager to have ALF over with.”[9]
>>Artie Lange, who later worked with Wright on The Norm Show, told of a time when Wright had become “crazed” and attacked ALF, causing producers to have to pull Wright off the puppet.[10] Anne Schedeen added that on the last night of taping, “there was one take and Max walked off the set, went to his dressing room, got his bags, went to his car and disappeared... There were no goodbyes.” Schedeen herself said “there was no joy on the set...it was a technical nightmare – extremely slow, hot and tedious... A 30-minute show took 20, 25 hours to shoot.” While fond of her on-screen children, Schedeen said some adults had “difficult personalities. The whole thing was a big dysfunctional family.” Schedeen added, “It’s astonishing that ALF really was wonderful and that word never got out what a mess our set really was.”[9] Andrea Elson, who suffered from bulimia during the second season of shooting, stated, “If ALF had gone one more year, everybody would have lost it.”[9] Wright did later concede, though, that “It doesn’t matter what I felt or what the days were like, ALF brought people a lot of joy.”[9]