Never had this playset, but I did have one of the "expansion packs" that came with a single gray marine and a single transparent blue Alien. Not sure what happened to the marine (he has to be in a box somewhere around the house), but the Alien is still up on my shelf with my other Alien figures.
This is the particular marine/Alien combo I have/had, but there are others out there. It's all the same moulds from the big playset, as far as I can tell.