A review by Penalva and Sánchez explains one example of how alternate splicing is regulated at the molecular level. There are other possible mechanisms that I am only vaguely aware of.
Sex determination in Drosophila melanogaster is largely controlled by a cascade of alternate splicing events.
In a brief (and admittedly incomplete) summary, the product(s) of one gene (RNA binding protein) recognize a particular splice site in a downstream transcript. On binding, that site is no longer available as a splice acceptor site and the splicing mechanism is "forced" to work with the next available acceptor site. This leads to the excision of the former exon, which has now become an intron.
This process is represented graphically in the above cited review in Fig 3A where female/functional Sxl product (when present) blocks another RNA-binding protein (U2AF) which is involved in default splicing, and tells it to move on to the next available acceptor site. (I would like to include Fig 3A here but don't know how. Perhaps this will help: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC193869/figure/f3/)
Sex-lethal gene product exists in male- and female-specific forms, produced by (who would have guessed?) alternate splicing of the Sxl transcript. The male-specific transcript has an early stop codon and yields a non-functional protein. The female form modifies splicing of the transformer gene product to produce a female-specific (functional) version of the transformer mRNA. The unmodified (male) version again produces a non-functional protein. The female-specific version of the tra gene product (wait for it!) modifies the splicing of the doublesex transcript to produce a female-specific doublesex protein. The unmodified/default splice dsx transcript produces a male-specific protein. These male- and female-specific proteins lead to male- and female-specific expression of an array of genes further downstream. By the way, the Sxl gene product not only affects the tra transcript but it also modifies the splicing OF ITS OWN TRANSCRIPT to keep Sxl expression going after its initial onset. It also plays a role in setting the overall level of X-chromosome transcription to achieve "dosage compensation".
Hope this helps.