Finite-momentum Cooper pairing is an unconventional form of superconductivity that is widely believed to require finite magnetization. Altermagnetism is an emerging magnetic phase with highly anisotropic spin-splitting of specific symmetries, but zero net magnetization. Here, we study Cooper pairing in metallic altermagnets connected to conventional s-wave superconductors. Remarkably, we find that the Cooper pairs induced in the altermagnets acquire a finite center-of-mass momentum, despite the zero net magnetization in the system. This anomalous Cooper-pair momentum strongly depends on the propagation direction and exhibits unusual symmetric patterns. Furthermore, it yields several unique features: (i) highly orientation-dependent oscillations in the order parameter, (ii) controllable 0-π transitions in the Josephson supercurrent, (iii) large-oblique-angle Cooper-pair transfer trajectories in junctions parallel with the direction where spin splitting vanishes, and (iv) distinct Fraunhofer patterns in junctions oriented along different directions. Finally, we discuss the implementation of our predictions in candidate materials such as RuO2 and KRu4O8.