I went in special characters, but unfortunately there is no alfa...
Try entering the search term using the greek spelling (alpha) rather than the Italian (Alfa, as in Alfa Romeo). Here's my result:
This is the Tiger version of the Character Palette, so you'll probably see a few differences in the framing on your screen.
The rest of the characters to the right of the pink highlighted α are beta, gamma, delta, epsilon, zeta, eta, theta, iota, kappa, lamda, mu, nu, xi, and omicron. Pi, rho, sigma (final), sigma, tau, upsilon, phi, chi, psi and omega are in the next line of the table.