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 the curse. (MWC: "Peggy Turns 300")
In medieval England, a witch, Poxilda, cast a curse on the village of Lower Uncton, after the village blacksmith, Seamus McBundy insulted her. Lower Uncton was cast into perpetual darkness, to last until the last Bundy male was slain. After Seamus tossed in another insult, she added two additional curses: that he and his descendants "would only shoe the large and ungrateful", and their feet would sweat and stink for all eternity. The curse on Lower Uncton was broken when Al defeated a descendant of the witch, though the other two curses seem to have held. ("The England show Trilogy")
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.