Export alpha channel

Does anyone know if and how you can tell Blender to export the alpha channel when exporting e.g. to Targa and it is possible to export the alpha channel into movies as well so you can put them into After Effects and continue work from there?
Thanks for all replies.

you mean like an RGBA button on the Format panel?

you can’t do rgba in all formats [notably avi], but after effects ought to be able to load a sequence of png or tga images