Interesting. I was aware of the post war Indy Alfa but didn't know about the pre war Indy Alfas. Here's what my Indy 500 record books show. (I hope the formatting holds)
Driver..............Entrant/Car Name...........Chassis/Engine........#......S......F
1937
Rex Mays.........Bowes Seal Fast.............Alfa R./Alfa R..........14.....23.....33
1938
Rex Mays.........Alfa Romeo....................Alfa R./Alfa R...........8......3.......28
1939
Babe Stapp......Alfa Romeo....................Alfa R.-Weil/Alfa R....31.....16......5
Louis Tomei......Alfa Romeo....................Alfa R./Alfa R...........58.....30.....15
1940
Harry McQuinn...Hollywood Pay Day.........Alfa R.-Weil/Alfa R....41.....15.....11
Chet Miller........Alfa Romeo....................Alfa R./Alfa R...........34.....27.....17
Al Miller............Alfa Romeo....................Alfa R./Alfa R...........58.....30.....30
Apparently "Weil" was a chassis builder as there are Weil/Offy and Weil/Miller cars listed as well as the Alfa Romeo-Weil.
John