The episode was meant to be a cliffhanger to be resolved at the beginning of the next season, but since NBC did not renew "ALF" for another season, it would not be resolved until the 1996 ABC TV movie Project: ALF (1996). Many fans were displeased with the movie for various reasons and some don't consider it as part of the "ALF" canon, but since it was written and produced by Paul Fusco (the creator and producer of the original series) for the express purpose of comprising the last chapter of the story, it is hard to refute. Furthermore, denial of the movie as canon forces fan to accept ALF's capture as the dismal conclusion of the story.
The original network cut of the finale had a scene of Alf up in the attic with Brian going through a bunch of comedy props like the arrow through the head. They have a heart to heart about Alf leaving. When Brian leaves, Alf puts a "kick me " sign on his back.
"Consider Me Gone" is a song by Sting.
Last show of the series.