I have a really vague memory of this particular episode, and I can't remember which one it was...all I remember is...

ALF was writing some sort of farewell letter to the Tanners in the middle of the night. While he was doing this, he was drinking a soda and spilled a few drops on the letter and wrote something like..."PS: these are my tears", or something like that...anyone know?

it was "Looking for Lucky" when Alf accidently lost the cat

Thanks! This was an early 1st season ep, right?

Correct. "Looking for Lucky" was 3rd episode in the 1st season of original ALF TV series.
Mike

Thanks! It seems like I remember it either being a really early or really late, possibly one of the last episodes of the show...thanks for filling me in guys!