Alonzo's first big comedy break came when he was on the "New Faces Of Comedy" showcase at Just For Laughs in Montreal. Alonzo was first introduced to America on NBC's "Last Coming Standing," where he won season three's "Best Of The Best." Known for his social and political commentary, he is a regular on NPR's "Wait Wait... Don't Tell Me." Alonzo starred in his second Showtime comedy special titled "Historically Incorrect" in February 2016. Alonzo has traveled around the world entertaining USO troops from Iraq to Greenland and everywhere in between.

Alonzo has also performed on "The Tonight Show with Jay Leno," "Late Night With Conan O'Brien," and was a guest panelist on Comedy Central's "The Nightly Show with Larry Wilmore." While his movie career has consisted mainly of playing security guards, he has protected the best, including Steve Martin and Queen Latifah in "Bringing Down The House" and Leslie Nielsen in "Scary Movie 4." He was also the voice of "Thunderon" in Power Rangers Lightspeed."