FBX does, I use it all the time.
look for the section Takes: you should have an array of stuff like this...
Takes: {
Current: "SWIM"
Take: "FEED" {
FileName: "Default_Take.tak"
LocalTime: 0,73897852800
ReferenceTime: 0,73897852800
;Models animation
;----------------------------------------------------
Model: "Model::Tail2_L_U" {
Then you get all the channel data and transforms for each bone.
Eventually you get another take arrive
Take: "HOLD" {
FileName: "Default_Take.tak"
LocalTime: 0,73897852800
ReferenceTime: 0,73897852800
;Models animation
;----------------------------------------------------
Model: "Model::Tail2_L_U" {
and off you go again.
Do not assume the manufacturers exporter is working, FBX is a bit of a beast and every exporter I have come across has one bug or another.
To test this, apply one animation and export the FBX file.
Apply a different animation and export it to another FBX file.
Compare the Takes: section between the two with a diff tool to make sure the are different. If not, bug #1
Copy and paste the second animation into the takes: array and rename it.
Load it up in XNA, you should have two animations
I cannot see anywhere in the FBX format that holds a count of the number of takes, so it should work.
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