There's not much to add to Scriberlus' exhaustive write-up on Alex other than the following: Alex's name is in fact an acronym for Avian Learning EXperiment. And that sadly, this thrity year experiment ended four years ago due to an unpredictable heart malfunction. Alex did not suffer; similar deaths have occured in birds younger than Alex. His pathology lab results showed no abnormalities in cholesterol or anything else.
Dr. Pepperberg, who discovered Alex in a Chicago pet shop, is continuing her research at Harvard and Brandeis University with two other young African Grey parrots, Arthur and Griffin. You may download footage of Griffin on Animal Planet's "Extraordinary Animals" here. Dr. Pepperberg has made numerous media appearances talking about talking birds.
RIP Alex (1977 - September 6, 2007).