I went from 152 to 120 lbs, (I'm only 4'10) two years ago. About 2 months into the diet my hair began to rapidly fall out. I believe it was the change in my diet. I had cut down drastically on my fats and proteins. I don't believe it's the Alli, but a side effect of the dieting itself.
I tried using hair products like Nioxin, but found they were a waste of money. Once my dieting leveled off and I began maintenance, the hair loss stopped. : )
Hope this helps and good luck!!