After Effects and Premier Pro
Export an AVI or QuickTime file with an alpha channel
- Select the sequence.
- Choose File > Export > Media.
- In the Export Settings dialog box, choose Microsoft AVI or QuickTime from the Format menu.
- On the Video tab, choose PNG, None, or Animation from the Video Codec menu, and choose 32 from the Depth menu.
- Set other settings and click Export or Queue to export as you normally would.
- Video Source
- Use Chromakey, Mask tool, or secondary color corrector to create transparent areas.
- Render as uncompressed avi and in Custom, select the "render Alpha Channel and Create OpenDML.
This will give you the transparent channel you want. Only a 32bit file can carry the alpha channel.
You could also output a sequential PNG with transparency.