The only true Alpha enabled video container I know is .MOV (Apple Quicktime). I am not sure how you would go about rendering your current video to QT with alpha. You can render it to a PNG image sequence, I think that will work. Or you can try Chroma Keying to remove the background inside your video editor.
I use Sony Vegas Pro, highly underrated professional software with no gimmicks and loads of features with stability.
Also, if you are working with FLVs, you might want to get your hands on FLV extract (moitah.net) to extract the video stream in raw format (usually .264 or .h264 extension) which you can convert to avi using a utility called AVC2AVI. This will enable you to open your FLV content in video editors without recompressing video.
Hope this was of help.