Add alpha to an existing colormap

I'd like to make an overlay of several hexbin plots, but with builtin colormaps only the last one is visible. I don't want to construct a colormap de novo. How one would add linear alpha to the colormap without knowing the inner structure of the colormap beforehand?

I'm not quite sure if this qualifies within "not knowing the inner structure of the colormap", but perhaps something like this would work to add a linear alpha to an existing colormap?

import numpy as np
import matplotlib.pylab as pl
from matplotlib.colors import ListedColormap

# Random data
data1 = np.random.random((4,4))

# Choose colormap
cmap = pl.cm.RdBu

# Get the colormap colors
my_cmap = cmap(np.arange(cmap.N))

# Set alpha
my_cmap[:,-1] = np.linspace(0, 1, cmap.N)

# Create new colormap
my_cmap = ListedColormap(my_cmap)

pl.figure()
pl.subplot(121)
pl.pcolormesh(data1, cmap=pl.cm.RdBu)
pl.colorbar()

pl.subplot(122)
pl.pcolormesh(data1, cmap=my_cmap)
pl.colorbar()