I needed a query (DMV) to get details on what alerts are setup on each server. And the result is the following query that I will run as a multi-server query.
SELECT a.[id] [alert_id], a.[name] [alert_name], a.[enabled] [is_alert_enabled], o.[enabled] [is_operator_enabled], o.[email_address] [email_address], o.[pager_address] [pager_address], o.[netsend_address] [netsend_address], j.[name] [job_name], a.[event_source] [alert_event_source], a.[event_category_id] [alert_event_category_id], sc.[name] [alert_category_name], CASE sc.[category_class] WHEN 1 THEN 'JOB' WHEN 2 THEN 'ALERT' WHEN 3 THEN 'OPERATOR' ELSE '0' END [alert_class_name], sm.[description] [alert_message_description], a.[event_id] [alert_event_id], a.[message_id] [alert_message_id], a.[severity] [alert_severity], a.[enabled] [alert_enabled], a.[delay_between_responses] [alert_delay_between_responses], a.[last_occurrence_date] [alert_last_occurrence_date], a.[last_occurrence_time] [alert_last_occurrence_time], a.[last_response_date] [alert_last_response_date], a.[last_response_time] [alert_last_response_time], a.[notification_message] [alert_notification_message], a.[include_event_description] [alert_include_event_description], a.[database_name] [alert_database_name], a.[event_description_keyword] [alert_event_description_keyword], a.[occurrence_count] [alert_occurrence_count], a.[count_reset_date] [alert_count_reset_date], a.[count_reset_time] [alert_count_reset_time], a.[job_id] [alert_job_id], a.[has_notification] [alert_has_notification], a.[flags] [alert_flags], a.[performance_condition] [alert_performance_condition], a.[category_id] [alert_category_id] FROM msdb.dbo.sysalerts a LEFT OUTER JOIN msdb.dbo.syscategories sc ON a.category_id = sc.category_id LEFT OUTER JOIN msdb.dbo.sysnotifications sn ON ( a.id = sn.alert_id ) LEFT OUTER JOIN msdb.dbo.sysoperators o ON ( o.id = sn.operator_id ) LEFT OUTER JOIN msdb.dbo.sysjobs j ON j.job_id = a.job_id LEFT OUTER JOIN msdb.dbo.sysmessages sm ON sm.error = a.message_id and sm.msglangid = SERVERPROPERTY('LCID') ORDER BY 1
And here is the sample result: