I know chains are almost always fake, what about other items?
I have bought several Shimano chains on Ali. and have no reason to believe they are fake - either from inspection or after using them. One thing worth noting, I have only purchased chains (and shimano parts) from Ali stores which are Bike shops, not just random stores selling whatever they found that week.
It kind of helps to understand their sales model, they get either directly from Shimano or more likely from bike manufacturers excess parts and chains for manufacturers come bulk as very very long chains and the manufacturer or in this case the store cuts the chain to length - which is why they are frequently sold without a box. My current 11 speed 105, multiple clusters and several chains were all ordered on Ali and after several years of use and abuse are all in good shape and clearly "real"