Toy Story
Buzz and Woody are in the Pizza Planet Aliens, Aliens is one of those caught by Sid along with Woody and Buzz.
Toy Story 2
The Mr. Potato Head saves three aliens fall from the window of a car from Pizza Planet. Arriving home Mrs. Potato Head liked the Aliens and decided to adopt them.
Toy Story 3
In Toy Story 3 Aliens are adopted along with other toys, If not for all the toys they have died.