Was there ever a final episode of Alf made?

The last episode of A.L.F. is titled "Consider Me Gone". Here is details on what happened in it:

It's a sad day in the Tanner house as A.L.F. announces that he's leaving Earth to settle another planet with Skip and Rhonda, but he is captured by the Alien Task Force before he can get to their spaceship....

That episode was originally aired on 3/24/90.

Later! - Brett Ferino

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Sam: What's new, Normie?
Norm: Terrorists, Sam. They've taken over my stomach and they're demanding beer.