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Here are some links, with especially relevant sections quoted:

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http://home.btconnect.com/CAIS/Religions/iranian/Zarathushtrian/Oric.Basirov/origin_of_the_iranians.htm

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From the mid fifth century A.D. onwards, Alans, now fully Christianised, gradually lost their Iranian language, and were eventually absorbed into the population of medieval Europe; as late as 575 one still comes across Iranian names, such as Gersasp in southern France, and Aspidius (Aspapati, Asppat) in northern Spain, and of course the word Alan itself, which is still a very popular name in western Europe [14]
footnote 14 is: Bachrach, B.S., "A History of the Alans in the West", UMP (1973), pp. 92, 102,107.

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http://en.wikipedia.org/wiki/Alans

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About 370 CE the Alans were overwhelmed by the Huns . They were divided into two groups. One group fled westward. These 'western' Alani joined the Germanic nations in their invasion of Gaul. Gregory of Tours mentions that their king Respendial saved the day for the Vandals in an armed encounter with the Franks at the crossing of the Rhine (c. 407). Although some of the Alani perhaps invaded England or settled in Spain and Portugal, and others settled near Orléans and Valence, most went to Spain and eventually North Africa with the Vandals.
Following the fortunes of the Vandals into Spain, the separate ethnic identity of the western Alans dissolved. In 426, the western Alan king, Attaces, was killed in battle against the Visigoths , and this branch of the Alans subsequently appealed to the Vandal king Gunderic to accept the Alan crown. Later Vandal kings in North Africa styled themselves Rex Wandalorum et Alanorum (King of the Vandals and Alans).
Along with the Vandals and Suevi , these Alans eventually reached the shores of Gilbraltar.
In Iberia , the Alans were famous for their massive hunting and fighting dogs, which they introduced to Europe. A giant breed of dog still called Alanos survives in the Basque region of northeastern Spain. The dogs, which are traditionally used in boar hunting and cattle herding, are associated with the massive dogs that Alans and Vandals brought into Spain.

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http://iranscope.ghandchi.com/Anthology/Scythia/scythia.htm

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Among the hallmarks of their work is the keen attention Littleton and Malcor pay to the etymology of names. One of the most crucial and daring that they propose is *(A)lan(u)s--Lot for Lancelot. Although not entirely convincing at first glance, given the overall argument and the mass of data (geographical, historical, and literary) that supports it, this etymological explanation of the name actually turns out to be rather persuasive.

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http://www.j-bradford-delong.net/movable_type/archives/001180.html

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At Hastings there is an interesting question. At a key point in that battle the Normans' Breton troops retreated, and the Anglo-Saxons broke ranks to pursue them. But the pursuing Anglo-Saxons were then enveloped and destroyed, and this was probably the turning point of the battle.
The question is, were the Bretons cavalry, and if so, was this a fake retreat of the type characteristic of all steppe cavalry from the Scythians to the Mongols?
There is good reason to believe that it was, because the Bretons (retreating from Britain under Anglo-Saxon pressure) settled in Brittany about the same time that a contingent of Alan mercenary cavalrymen (originally a steppe people) settled there, and intermarried with them, and often did provide cavalry contingents to French armies. (The Bretons were not Gauls).
Source: Bachrach, "History of the Alans in the West". (Tetlow's "Hastings" describes the retreat as a real retreat.)
http://history.vineyard.net//allen/Allen_Alan_surname_history.html (A somewhat eccentric version of the story)

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http://web.archive.org/web/20030908183548/http://history.vineyard.net/allen/Allen_Alan_surname_history.html

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The battle proceeded according to the Roman plan, with one secret change. The Alan horsemen attacked Attila’s camp, raised a major riot, and then charged back out with the Hun army in hot pursuit, exactly as they had planned. The Visagoths attacked the undefended flank of the Hun army, with heavy carnage on both sides. But the Romans, in their infinite wisdom, waited quietly until the Visagoths were badly mauled before joining in the attack and finishing off Attila’s trapped and defenseless army. A few apologies and a few more sacks of gold pacified the Visagoths, who licked their wounds and made their way slowly back to Aquitaine or over the Pyrenees into Spain, a lot weaker for their recent encounter. A few casks of mead and local beer, and the Alans departed in peace, to subdue and occupy the land between the Romans and another of their old adversaries, the Normans. The Alans had no intention of displacing the local residents and learning how to grow grain and grapes; instead they occupied the castles and manor houses of the local chiefs and became the local aristocracy. Their life was one of hunting, training for warfare, and collecting taxes, with occasional days off for wenching and sampling the local alcohol supply. It was good to be a noble! The Normans found easier prey elsewhere, the Romans gradually lost power and pulled out of France, the occasional Christian priest was easily satisfied with a few coins and a pat on the head. The Alans adapted quickly to the local customs and religion, sensing any changes in the political wind and being the first to embrace whatever new doctrine was in vogue. But these good times were destined to get even better.
Across the English Channel, the throne of England was up for grabs, and William, Duke of Normandy, had a most audacious plan; grab the kingdom for himself by landing an army in southern England and defeating the indecisive King Harold. The plan had many parts, employing psychological warfare in concert with the Pope against the gullible English clergy, and using a Danish threat to northern England to divide and confuse the enemy. But in the end, William needed seasoned troops on the ground to assure his victory, and was offering a share of the gains for loyal supporters. The Duke of Brittany, the highest-ranking Alan in the region, offered to finance one third of William’s forces, under the command of his son, ( and William's future son-in-law ) Count Alan Fergant (Alan of the Red Hair). These troops are known in the English history books as the Bretton Knights, who twice at Hastings led unsuccessful charges into the English forces, only to withdraw in panic with their enemy in fierce pursuit. Unfortunately for the English army, these panicked Alan horsemen “retreated” right between two ranks of Norman infantry and archers, where their defenseless English pursuers were massacred. The classic Alan “feigned retreat” worked flawlessly twice in one day, leaving Harold’s forces weak and demoralized, easy prey for William’s infantry. William left Hastings in command of the whole of England, and he rewarded his loyal Alan allies with Dukedoms, Earldoms, and a collection of minor titles. As in France 600 years earlier, the Allens ( as they now spelled their name ) simply moved into the castles and manor houses of the losing aristocracy, married the local beauties, adapted to the local customs, and went back to living the good life.

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http://www.johnjemerson.com/anecdote.htm

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As it happens, there is a possibility of a link between these geographically widely-separated but roughly contemporary stories (Yvain: ca. 1185 A.d.; SH: after ca. 1228 A.D.). Yvain, though written in French, traces back to the Breton legends of King Arthur. The Bretons, fleeing the Anglo-Saxons, had come to Brittany from the British Isles about 500 A.D. There they met and intermarried with descendants of the Alans. The Alans, originally a steppe people of the Scythian type, after serving as cavalry units in the forces of the Huns, the Romans, and the Goths, had ended up settling in what is now Brittany (then Armorica) not too long before the arrival of the Bretons, and their presence there can be traced historically not only through personal names (e.g. "Gaor") but also through place names (compounds including the elements "Alan" or "Alain"). While the Bretons of King Arthur served the twelfth-century authors of romances as an archaic backdrop, they were actually newcomers to the region in the sixth century, and it is quite possible that the Breton legend of the rainmaking stone at fountain of Barenton was actually originally an Alan legend, and that the Alan belief in turn could be traced back to the Alan's steppe ancestors. 3
The Alans are thought to have been responsible for bringing the particular style of heavy-armed cavalry to northern Europe which later became characteristic of chivalry, and mounted archery, a Breton skill, was the trademeark of the steppe peoples. The turning point of the battle of Hastings in 1066 (when William the Conqueror gained England) came when the Bretons, led by one Count Alan, on the left side of William's line suddenly broke and retreated -- but when the Anglo-Saxons broke ranks to pursue them, they were chopped to pieces by the revived Normans.4
The way the story is usually told, the Breton retreat was a disaster, and only William's heroism saved the day. But the story has all the earmarks of the feigned retreat characteristic of the steppe peoples (although the Romans and Byzantines admittedly had learned it from them before this time).
The armored knights of chivalry, the tactic of the feigned retreat, mounted archery where it was found, and the "rainstone" at Brereton all might be traceable to the steppe ancestors of the Alans who settled in Armorica. It might also be asked whether the Breton legends and poems, which in their French adapatation have had such an enormous influence on Western literature might not have had an Alan element too. After all, the Alans arrived in Armorica at about the same time that the historical King Arthur did.
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