AFAIK, each shell has its own shell-wide configuration file, e.g. on bash its .bashrc, .bash_profile, /etc/bashrc, etc.

To keep your alias set across different shells, you need to export it on a lower level -- /etc/profile should work for system wide config (all users). If you want to set the alias only for one user, define it in ${HOME}/.profile, which gets read when a new login shell is started.