This tutorial shows you how you can bring alpha mapped planes into Unity while keeping the transparency intact:
1. Import the 3d-model as an asset
2. Import the texture as an asset and toggle the “Alpha is transparency” checkbox on. Apply.
3. Drag the 3d-model to your scene
4. Drag and drop the texture on top of the 3d-model
5. Select the object and open it’s shader in the inspector. Change the rendering mode from “opaque” to “fade” or “transparent”