There are actually a couple different ways you can go about doing this. First, if you don't have it already, install CompizConfig Settings Manager (CCSM):
...or grab it from the Ubuntu Software Center.
sudo apt-get install compizconfig-settings-manager
Next, open CCSM from the dash and navigate to Desktop > Ubuntu Unity Plugin > Switcher. Uncheck the box that says "Bias alt-tab to prefer windows on the current viewport."
If you'd like to preserve the functionality of Alt-Tab when you aren't spread across workspaces, you can just use Ctrl+Alt+Tab, but it's an awkward combination. If you like, you can change it from the same tab of CCSM by modifying the "Key to start the switcher for all viewports" setting.