There are, they’re just not that common.
[WebM](http://containerchan.org/tb/demo/res/192.html) has been able to do it with VP8/VP9 for years, though annoyingly it regressed with VP1. On the production/pro space, you’re likely to find ProRes 4444. Another option is to distribute the video as two files, the color data and a separate monochrome alpha mask.
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