I can't find any examples or documentation on how to associate a WAF with an ALB via CloudFormation. Supposedly its possible going by this news announcement https://aws.amazon.com/about-aws/whats-new/2017/05/cloudformation-support-for-aws-waf-on-alb/ but there isn't anything I've found that shows how. Using CloudFront instead of ALB is well documented but I haven't found a single example with regard to using an ALB (via CloudFormation).
Update: I dont need a full example that does the entire setup for me but at least a snippet that points out how the WAF will know to associate with the ALB or vice versa. The linking is whats missing.
To solve this I browsed through their release history and found the CloudFormation resources that were updated to support WAF & ALB http://docs.aws.amazon.com/AWSCloudFormation/latest/UserGuide/ReleaseHistory.html From there I was able to deduce that the linking component is a WebACLAssociation that maps WAF and ALB. But this also requires that instead of a normal WebACL you must use the WAFRegional. So far it seems to only mean changing ::WAF to ::WAFRegional throughout your code.
WAFRegional (AWS::WAFRegional::WebACL): http://docs.aws.amazon.com/AWSCloudFormation/latest/UserGuide/aws-resource-wafregional-webacl.html
WebACLAssociation (AWS::WAFRegional::WebACLAssociation) http://docs.aws.amazon.com/AWSCloudFormation/latest/UserGuide/aws-resource-wafregional-webaclassociation.html