OS X has supported HiDPI ("Retina") displays since 10.7. This works with NSOpenGLView (much like the iOS version of Allegro) but you have to explicitly ask for it in order to enable it. It's very easy to enable it--you just implement prepareOpenGL() within ALOpenGLView and invoke the following:
It's not hard and I started in on a patch, but I'm going to hold off because I'm not sure on how you folks would like this to be exposed. Obviously you don't want this to be on by default, but I'm not familiar enough with Allegro's flags to figure out exactly how you'd like to go about this.
For fullscreen, I think (not 100%) that you just ask for the pixel resolution that you really want (so 2880x1800 for a retina MacBook Pro), but fullscreen is apparently broken at the moment so I can't say for sure. =)