Is it possible to animate alpha of a dupligroup? I have a model, in its own blend file.  I link it into another file.  At some point in an animation I want it to gradually disappear. I've gone looking for ways to do this, with no luck. Is there a way to do this in blender-render?
No. There's not.  I ended up building two scenes, one with the objects, one without, and using a transition between them.  It isn't exactly what I was looking to do, but it works well enough.