I know that the show was filmed in a studio, but does anyone know something about the house used for exterior shots? On the Internet I found only info about the house they show on 'Married With Children', but nothing about Tanner's house.

Isn't it funny how no one knows the exact address of the house, yet the real houses seen on Roseanne and Married With Children are known? Paul Fusco said that the actual house is in a suburb of Los Angeles called Pacific Palasades. Aren't there any residents of Los Angeles that like ALF? If I was living in the area, I'd have looked for the house. It was a part of my childhood after all. :)

Yes, they usually film an exterior in Los Angeles somewhere and pass it off as some place else.

However, ALF took place in the San Fernando Valley, which is about 25 minutes away from Pacific Palisades.

My guess is the family lived in Sherman Oaks, right near the Sherman Oaks Galleria, as in the episode Fever, ALF wants to be burried in the back yard, facing the Galleria. So my guess is the family lived somewhere in Sherman Oaks near Ventura Blvd.