Clearly the series converges absolutely when $\alpha = 0, 1, 2, \cdots$. So it is sufficient to consider only the case $\alpha \in \Bbb{C} \setminus \{0, 1, 2, \cdots \}$. Then we may write
\begin{align*}
\binom{\alpha}{n}
&= \frac{\alpha(\alpha-1)\cdots(\alpha-n+1)}{n!} \\
&= (-1)^n \frac{(-\alpha)\cdots(n-1-\alpha)}{n!} \\
&= (-1)^n \frac{\Gamma(n-\alpha)}{\Gamma(-\alpha)n!}.
\end{align*}
Now by the Stirling's formula, it is easy to check that
$$ \frac{\Gamma(n-\alpha)}{n!} \sim \frac{1}{n^{\alpha+1}}. \tag{*} $$
This estimate shows that for $\alpha \in \Bbb{C} \setminus \{0, 1, 2, \cdots \}$, we have the followings:
If $\Re(\alpha) \leq -1$, then the series $\sum_{n=0}^{\infty} \binom{\alpha}{n}$ diverges since the general term does not converge to 0.
If $\Re(\alpha) > 0$, then the series $\sum_{n=0}^{\infty} \binom{\alpha}{n}$ converges absolutely by the limit comparison test.
If $-1 < \Re(\alpha) \leq 0$, then paring the $(2k)$-th term and the $(2k+1)$-th term improves the decay speed:
$$ \frac{\Gamma(2k-\alpha)}{(2k)!} - \frac{\Gamma(2k+1-\alpha)}{(2k+1)!}
= \frac{\alpha+1}{2k+1} \frac{\Gamma(2k-\alpha)}{(2k)!} \sim \frac{\alpha+1}{(2k)^{\alpha+2}}. $$
Thus the series $\sum_{n=0}^{\infty} \binom{\alpha}{n}$ converges. Since this does not converge absolutely, the series converges conditionally.
Remark 1. The map $z \mapsto 1/\Gamma(z)$ is an entire function having zero exactly at $z = 0, -1, -2, \cdots$. This guarantees that $1/\Gamma(-\alpha)$ never vanishes whenever $\alpha \neq 0, 1, 2, \cdots$.
Remark 2. A weaker version of the estimate $\text{(*)}$, namely
$$ \frac{c}{n^{\Re(\alpha)+1}} \leq \left| \frac{\Gamma(n-\alpha)}{n!} \right| \leq \frac{C}{n^{\Re(\alpha)+1}} $$
for some constants $C > c > 0$ depending only on $\alpha$, can be obtained by a much elementary analysis. This weaker version is enough for our solution.