Most video formats don’t have an alpha channel. QuickTime mov does have an alpha channel, and it will show as black in a video player, but when you use a video editor that supports the alpha channel of the mov it will then show as transparent. In the film industry, you would export as an image sequence. PNG or TIFF for general production and openEXR for more advanced and/or higher quality productions. Note: I left out DPX, because I’m pretty sure blender doesn’t export DPX.
