In 2006, as VICE was expanding from magazine publishing to video reporting, Alvi reported on a segment titled "Gun Markets of Pakistan", in which he travelled to Pakistan's northwestern tribal areas to cover illegal mass weapons production that was flourishing in the fallout of the Soviet–Afghan War. Since then, he has covered stories from around the world, reporting on conflicts and unrest in the Democratic Republic of the Congo, Pakistan, Afghanistan, Iraq, and the Gaza Strip. He has also produced and hosted documentaries for VICE on HBO, VICE News and the VICE Guide to Travel series. In 2017, VICE launched a multi-part series hosted by Alvi that examines "the origins and impact of the world's deadliest terrorist organizations: al-Qaeda in Yemen, al-Shabaab in Somalia, Boko Haram in Nigeria, the Tehrik-i-Taliban in Pakistan and the Islamic State in Iraq." In 2020, the "VICE Guide to Iran", hosted by Alvi, was released shortly after the Islamic Revolutionary Guard Corps' shoot-down of Ukraine International Airlines Flight 752 during an Iran–United States standoff as part of the ongoing 2019–2021 Persian Gulf crisis. In the feature-length documentary, Alvi interviews ordinary Iranians about life under the Islamic government and international sanctions after the 1979 Iranian Revolution. He also interviews prominent Iranian political figures, including Masoumeh Ebtekar and Hossein Sheikholeslam, who were among the students involved in the 1979–1981 Iran hostage crisis. Sheikholeslam died in March 2020 after contracting COVID-19, one month prior to the documentary's release.