Is it possible to export a Video with transparent Background? (No Image Sequences!)
Production codecs with alpha channel support


Apple ProRes 4444 / Apple ProRes 4444 XQ

From the Manual: 


  Apple ProRes 4444 and Apple ProRes 4444 XQ are ideal for the exchange of motion graphics media because they are virtually lossless. They are also the only Apple ProRes codecs that support alpha channels.

DNxHD 

From Wikipedia:


  lossy high-definition video post-production codec engineered for multi-generation compositing with reduced storage and bandwidth requirements
  
  The codec supports alpha channel information.

DNxHR

From Wikipedia:


  lossy UHDTV post-production codec engineered for multi-generation compositing with reduced storage and bandwidth requirements

CineForm

From Wikipedia


  Current implementations support image formatting for 10-bit 4:2:2 YUV, 12-bit 4:4:4 RGB and RGBA, and 12-bit CFA Bayer filter RAW compression





Uncompressed with alpha


Quicktime Animation Codec
AVI uncompressed (None)


From the After Effects Manual:


  When specifying the color depth for an output image, the plus sign (as in Millions Of Colors+) denotes an alpha channel. Similarly, choosing to output to 32 bits per pixel implies an output depth of 8 bits per channel for each of four channels: RGBA.