Unity 3D compatible video with alpha support?

Unity 3D can embed videos in a scene, but I could not file a video format that AME could generate with alpha channels that Unity 3D could understand. There was a 3rd party plugin for one format but it was broken last time I checked. Is there a video format that supports alpha channels (transparency) that AME can generate that Unity 3D understands now? (I would like to create an animation with Character Animator and drop it into a 3D scene.)