Alpha is an individual who made mistakes in a past lie. He was fond of scarring women, physically marring their faces while he abused them. He went to prison for it on a life sentence.
It was then that the Dollhouse came to him with an offer. If he spent 5 years as a doll, they would cut his sentence and release him back into the public with a new identity - a second chance.
While in the Dollhouse, Alpha made a compelling argument for the 'cannot wipe away a soul' debate as he managed to do damage even there. When the people in charge attempted to restrain him, wipe his memories and send him to the attic, a malfunction occurred that caused Alpha's brain to essentially short circuit - he suddenly remembered every imprint he had ever been imbued with. He overtook the Dollhouse employees and escaped the compound.
Where he went? No one knows.
Note: Pre-Season 1, essentiallly.