He is an infamous Crime Lord and has usurped power in the city of Chicago maintaining power through the Italian Mafia and the corrupted Chicago Police Department.
Alonzo first appears in Sift Heads World-Act 1: Bloody Newcomer where he appears at the end of the introduction of the game. He aims a Desert Eagle at Vinnie and is about to kill him when Kiro comes out and decapitates his arm and is shot in the head but survives. He is later bailed out of jail possibly by the corrupt Chicago Police and is sent off free into the streets as seen in a newspaper. He is eventually ratted out by an informant called "The Black Fox" and his Villa comes under attack by the Bounty Hunters but he isn't there. He then promises to make them suffer and laughs on about the group's effort to kill him.
In Sift Heads World Act 3: Alonzo's Reinforcmentt, Alonzo bribes the Chicago Police Commisionerr to have one of the main characters arrested after a brutal firefight by Alonzo's men but one of them is eventually let free. he then reveals his metal arm to replace the one Kiro cut off and tries to kill one of the Bounty Hunters but his captured and sent to the safehouse jaill.