Transparency video

Let me clarify David's reply. NO standard media player will support an alpha channel. It will always look black. The only way to tell if you have an alpha channel is to open the rendered video in an app that does support alpha channels and check the information. If you import your video into After Effects and select it in the Project Panel the info to the right of the preview at the top will tell you if you have an alpha channel. The only way to tell if there is transparency is to enable Thumbnail Transparency Grid in the Project Panel or add the video to a timeline and put something below it or enable the transparency grid in the Comp Panel.

Where are you viewing the outputted video? Have you brought it back into After Effects and put anything under it to see if the alpha channel is properly embedded? Media players don't usually show an alpha channel, so those aren't the places to check your encodes. If you bring your video back into After Effects and the BG is still black please post screenshots of your export settings from AE.