You can check buildings before the alert goes off. Just fly to the building you suspect and click the investigate button. Just make sure you know there's aliens in there, or the company that owns said building gets ticked off for the unwanted intrusion. Just check a building the very second you see a ship beam aliens down into it, and you'll prevent a widespread dispersal. I got into a situation like that once... practically every building in the city harbouring aliens, and the government kept getting taken over and cutting my funding every time ireloaded the game. So i took my men and flew to every damn government building in the city one after the other (No returning to base!) wiping out as much alien filth as was possible, then did the same for the rest of the city. Government got friendly again, i earned literally around 10 million bucks from salvage and funding upgrades, and my men ended up 'arder than coffin nails (Had one guy: a 97% firing accuracy, on auto shot, while wielding TWO disruptor cannons)