The Alpha check box needs to be checked in the render room. TIFF, Photoshop and png don’t need anything else done to them. You do need to make sure that you have a photo editor that displays alpha channels to edit them. Most modern web browsers can handle and display the alphas in pngs.
The picture below is a png with an alpha channel. The forum displays a kind of purple/blue background for the thumbnail, but if you click the image and open it in the new window, it displays as a white background. The original scene settings had a red background, but it became invisible when the alpha box was checked.
Click thumbnail to see full-size image