Alexa, the virtual voice assistant, offers various features similar to those of Alfred Pennyworth, including playing music, providing weather forecasts, and managing calendars. Alexa can also handle practical matters like setting timers and controlling smart home devices. Additionally, users can shop through Whole Foods and expand its capabilities with Skills, which are like apps that add new functionalities. With integrations from tools like Zapier, users can automate workflows and connect various apps without requiring complicated code.