Hi Kerodi,
There are two ways to accomplish this.
1. Set the timeline to the the keyframe you wish the object to disapear, now in the right hand 'modify' panel, select off in the the display panel. This will cause your obect to disapear instantly upon reaching the keyframe.
2. Set the timeline to the the keyframe you wish the object to disapear, then scroll down to the bottom of the material & textures panel. Slide the opacity setting to zero. This will cause your object to disapear gradualy.
Cheers,
Chris
PS: aT beat me to it, I really need to post faster :D
iClone training resources https://forum.reallusion.com/Topic70771-161-1.aspx
