Alekhine Defense

I have recently tried the Alekhine defense and have found that I really enjoy it.  Especially in blitz.  I am, however, somewhat concerned as to how to combat the lines with White's 3. Nf3 and 4. Bc4.  I was looking through a book of grandmaster games, and in this one I feel that Black never had any chances.  Is this due to the opening, or had Black made mistakes?  Thanks.  I got these annotations from The Mammoth Book of the World's Greatest Chess Games.

So, does anyone know much about this opening?

Yes they tend to overextend; they also often refuse to play 2 e5 and you get a sideline with 2 Nc3 which can be quite comfortable for black.  You showed a game by Nigel Short which is an all-time great game.  Don't let that snapshot discourage you.  Alekhine's Defence may give white a good advantage after 10-11 moves but it is an unbalancing defence with potential for black to turn things around.  See Spassky-Fischer game 13 from 1972 for an inspirational performance for black.

I've always wanted to play the Alekhine, but I've never known what to do if after 1. e4 Nf6 2. Nc3. Does anybody know? Could anybody help me please?

d5 is the move there.

I've always liked this line for White... not sure if it's considered sound, though.

In the final position of that line (after 4. ... Nxc3), should White recapture with a Pawn, or with the Queen (after the zwischenzug 5. Qf3)?

So, my understanding is that in the main lines with 3. Nf3 and 4. Bc4, Black isn't doing to well.  Are the better variations than the fianchetto?  I know of Bg4 and dxe5, I was wondering if anyone is experienced in these lines.

No one knows?

Some of the lines in that variation aren't quite as clear as you imply...