Alonso is a random character in Grand Theft Auto: Chinatown Wars. Huang Lee meets Alonso at a bus stop in Beechwood City, Broker. He talks in a medieval-fashion Middle English and appears to be insane or high. He eventually requests a ride to the bus depot. After arriving at the depot, he attacks a bus, thinking it's a dragon. The reward for completing this mission is $10. If the player remains in the area after completing the mission, Alonso will continue to attack the bus until it explodes, killing him.
Alonso is undoubtedly is direct reference to the character Don Quixote from the novel of the same name by Miguel de Cervantes. Quixote (real name Alonso Quixano) fancies himself a knight fashioned after those of medieval Europe and embarks on various misadventures, often leading to misfortune due to his delusional mindset (a famous example is his attacking a windmill which he perceived as a harmful giant).