Is there an alarm clock event log?
The only place that I can think of off the top of my head would be the logcat logs.  There's an app on the market called aLogcat that will show you the full system logs, or you can use a terminal emulator and just run the command 'logcat' to get the scrolling log output. There's also DDMS, available through the Android SDK, that will show you the system logs from your phone on the computer as well.

Honestly, I'm not sure if the Alarm is something that is reported to the logcat logs or not, but it'd definitely be worth checking.