right now it has to be an image sequence. But if you really need to have a MOV with alpha, you could always import the Tiff, TGA, or PNG sequence into a program like After Effects or a NLE like Vegas, and then output the quicktime with alpha (Straight, not premultiplied).
That's the solution I use. But usually I just use an image sequence - most programs don;t see it any differently than an MOV or AVI.
If you're using pIllusion SE on OS X, then you can save a Movie with alpha. Just make sure you choose a compressor that supports alpha (such as "animation") and make sure you choose the highest number of colors.