Al once explained to Bud and Kelly Bundy that their mother, Peggy Bundy wasn't truly a Bundy, being so only through marriage. As a result, he considers her to be a part of infliction of the curse. (MWC: "Peggy Turns 300")
In medieval England, a witch cast a curse on the village Al's ancestor lived in, which put it in perpetual darkness until the last Bundy man was slain ("The England show Trilogy"). That curse was broken when Al defeated a descendant of the witch.
In "Luck of the Bundys", when Al started to have good luck, he told Peg the curse would bring an equal amount of bad luck to any male Bundy who admits to having been fortunate.