A quick search didn't turn up any alternators on rocket engines.
I did find a list that showed the power source on a few rockets.
Nothing complete, but it shows that e.g. the Ariane 5 has one power source (batteries) in the VEB, which is attached to the second stage. The entire rocket is controlled and powered from here.
This brings us to two problems an alternator would have:
the rocket needs electrical power for its entire mission (could be several hours for a GTO or multiple-satellite mission), but its engines will only run part of the time. This means you need batteries anyway.
a rocket generally has multiple stages. If you want alternators to provide the majority of the rocket's electrical needs, you need an alternator on every stage. You'd be switching between power sources multiple times.
It should be possible to run an alternator off the turbopump. On aircraft, the auxiliary power unit is usually a small turbine with an alternator. But from the above you can see you'd be adding a lot of complexity for little weight gain.