Some TMNT stuff really isn't for little kids.
Alfred was the loyal butler to the Wayne family. After the Waynes' tragic demise at the hands of an armed mugger, Alfred continued to raise young Bruce.
Alfred was present when Batman began searching for four young "turtle-men" who had made their way to Gotham from another dimension. He expressed concern that Bruce was throwing himself into another strange project, the Intimidator Suit, because of the forthcoming anniversary of his parents' deaths, but Bruce dismissed the idea.
He also was alerted to the intruders in the Batcave, which turned out to be the Turtles themselves. He arrived with a rifle, stating that he had activated the Batcave's defenses, but was told to stand down.
While the Turtles were stranded in Batman's dimension, they became his guests in Wayne Manor, which irritated Alfred greatly. He was particularly annoyed by their consumption of pizza rather than more refined foods (and even getting Batman to try some) and Michelangelo's penchant for skateboarding indoors. Despite this friction, he was concerned when Leonardo unexpectedly collapsed.