To my Knowledge, Alan Keyes did not leave the Republican Party. He ran in the last Presedential primary as a Republican.
You may be thinking of Bob Barr. Barr left the party and ran for one of the 3rd parties.
When Keyes got nowhere in the Republican primaries, he decided to seek the Constitution party nomination, but lost at their convention after being denounced in a speech as a neo-con who had been a Republican until a week before. After that defeat, Keyes formed America's Independent Party (Not to be confused to the American Independent Party. Or maybe TO be confused with it.)
In November, Keyes won 47, 768 votes nationally. That's less than a third of what Cynthia McKinney got for the Green Party and a quarter of what Chuck Baldwin got for the Constitution Party. And less than one percent of what John McCain got.
Maybe I’m crazy but it says this on his wiki:
“Instead, Keyes formed a new third party, America’s Independent Party, for his presidential candidacy.”
http://en.wikipedia.org/wiki/Alan_Keyes
Says they’re calling it the AIP ticket?