Edit: $1 < p < \infty$
Let $f_n(x) = n^\alpha \chi_{[n,n+1]}.$ Then $$ \begin{align} \left|\int_{-\infty}^{\infty} n^\alpha \chi_{[n,n+1]}g(x)dx\right| &\le n^\alpha \lvert\lvert\chi_{[n,n+1]}g(x)\rvert\rvert_1\\ &\le n^\alpha \lvert\lvert\chi_{[n,n+1]}\rvert\rvert_p \lvert\lvert g(x)\rvert\rvert_q\\ &= n^\alpha \lvert\lvert g(x)\rvert\rvert_q \end{align} $$ which goes to 0 if $\alpha < 0$. Suppose $\alpha \ge 0$ and let $g(x) = \chi_{[n,n+1]}$. Then $g\in L^q$, and $$\left|\int_{-\infty}^{\infty} n^\alpha \chi_{[n,n+1]}g(x)dx\right| = n^\alpha \to \infty.$$
Did I miss anything here? Thanks.
Hints, assuming $1<p<\infty$ (the answer is slightly different for the endpoint cases):
First, if $f_n\to0$ weakly in $L^p$ then $||f_n||_p$ is bounded (by the Uniform Boundedness Principle). Second, if $g\in L^q$ then $\sum\int_n^{n+1}|g|^q<\infty$, hence $\int_n^{n+1}|g|^q\to0$.