Aliasing to a Local SqlExpress Instance
To expand on Ben's answer, I had the specific requirement to alias a connection string pointed at a specific Server Instance, and instead re-route this to our local developer Sql Express instances, i.e. to alias from:
SomeServer\SomeInstance
to
.\SQLExpress
This proved somewhat tricky until I found this link here. My Sql Express instance was running on the standard port 1433 (i.e. adapt to suite)
Enable TCP/IP for SqlExpress
Since aliasing is done via TCP/IP ports, TCP/IP protocol must be enabled. (Opening SqlExpress for remote access isn't necessary if you are working locally).
Using Under Sql Server -> Configuration Tools -> Sql Server Configuration Manager
:

At the same time, set the Listen All
property to Yes
.
Enable LocalHost IP's
Ensure that both IPv4 (127.0.0.1
) and IPv6 (::1
) localhosts are active and enabled.
On each IP's, Leave the Dynamic Port at zero (as the name suggests, the port will be allocated dynamically). The IPAll
Dynamic and TCP Ports are then used globally.

You'll need to restart the MSSQLServer / SqlExpress service to effect the change.
Creating Aliases (32 and 64 bit)
Under the Sql Native Client xx Configurations, this requires simply adding the alias "From" Server\Instance
as the Alias Name and the actual server + instance as the Server (i.e. my local SqlExpress instance). I was able to connect via both port 1433, or the dynamic port on IpAll (9876), although saw no reason to use the latter. The aliases must be done for both 32 and 64 bit client configurations.

You should now be able to connect using the aliased SomeServer\SomeInstance
via SSMS.
Other Notes
- Since I was aliasing to a local instance, I did NOT have to add an alias for the from host,
SomeServer
to a DNS or LocalHosts. This will likely be required however if you are aliasing to a remote server (plus I guess some other security headaches)
- I did not need to have the Sql Browser service running.
So it would seem that the Sql Client configuration takes care of the substitution prior to any network or security steps.