Fading animation change

Is it possible to change with a fade from animation "stopped" to "walking" for example?

I think the only way to do something like this would be two have two objects, with one being directly on top of the other one... and then when you change animation, one would fade out and the object with the new animation would fade in at the same time. (using semi-transparency)

This is possible two way:

1. You make that part of the animation via alpha channels
2. You use the semi-transparency effect (You could use the one with or without the alpha blending coefficient).