Even in the age of photography, kings and other royalty had formal painted portraits made of themselves. So it was with Alfonso. Most of the artists who painted him were Spaniards, if Internet image searches are evidence. Some of the artists represented below are unknown to me, but three are important, one of whom was not Spanish.
A photograph of the king.
Alfonso's portraits usually had him posed in military attire, and the attire varied from portrait to portrait.
An exception to military clothing.
This is sketchy, but the uniform he's wearing is a post- Great War dress outfit, not formal attire. Now for some portraits by well-known artists.
In the uniform of a hussar.
An informal depiction by Casas, who was especially skilled at depicting subjects and their personalities.
Laszlo made many portraits of Alfonso and his family.