On October 24, 2011, WNYC public radio released the first episode of Baldwin's podcast Here's the Thing, a series of interviews with public figures including artists, policy-makers, and performers. The first two episodes featured actor Michael Douglas and political consultant Ed Rollins. Between 2011 and 2020, Baldwin completed more than 150 interviews, with guests who included musician Wynton Marsalis, filmmaker Edward Norton, comedian David Letterman, violinist Itzhak Perlman, pianist Lang Lang among many others. Here's the Thing was developed for Alec Baldwin by Lu Olkowski, Trey Kay, Kathy Russo, and Emily Botein.
In March 2011, Baldwin donated $1 million to the New York Philharmonic (on whose board he served), and $500,000 to the Roundabout Theatre Company, where he has performed plays in New York. In recent years, his foundation has donated bookstore gift certificates to Long Island libraries to support literacy programs.
By August 2011, Baldwin began dating Hilaria Thomas, a yoga instructor with Yoga Vida in Manhattan. Baldwin and Thomas moved from the Upper West Side to Greenwich Village that August. The couple became engaged in April 2012 and married on June 30, 2012, at St. Patrick's Old Cathedral in New York City. They have five children together, daughter Carmen (born August 23, 2013),, sons Rafael Thomas (born June 17, 2015), Leonardo Angel Charles (born September 12, 2016), Romeo Alejandro David (born May 17, 2018) and Eduardo Pau Lucas (born September 8, 2020).
In December 2011, Baldwin was on an American Airlines flight at Los Angeles International Airport, playing Words with Friends on his phone while waiting for takeoff. When instructed to put away the "electronic device" by the flight attendant, he reportedly became belligerent and was eventually removed from the plane. He later publicly apologized to the passengers who were delayed.