You can set the background for each layout within your document (see Working with Layouts and Backgrounds).
If the background for a particular layout is transparent, you can set the document-wide background color.
You can choose to make the background color transparent, but not all movie formats support transparent backgrounds. Some QuickTime formats which support alpha transparency are the TIFF, None, and Animation codecs when Depth is set to Millions of Colors+. You will need to choose a custom video format that supports alpha to utilize this feature (see Making your movie).