Cosmological Gravitational Waves (GWs) are usually associated with the transverse-traceless part of the metric perturbations in the context of the theory of cosmological perturbations. These modes are just the usual polarizations `+ and `x which appear in the general relativity theory. However, in the majority of the alternative theories of gravity, GWs can present more than these two polarization states. In this context, the Newman-Penrose formalism is particularly suitable for evaluating the number of non-null GW modes. In the present work we intend to take into account these extra polarization states for cosmological GWs in alternative theories of gravity. As an application, we derive the dynamical equations for cosmological GWs for two specific theories, namely, a general scalar-tensor theory which presents four polarization states and a massive bimetric theory which is in the most general case with six polarization states for GWs. The mathematical tool presented here is quite general, so it can be used to study cosmological perturbations in all metric theories of gravity.