Can I change the Android startActivity() transition animation?

In the same statement in which you execute finish(), execute your animation there too. Then, in the new activity, run another animation. See this code:

fadein.xml

<set xmlns:android="http://schemas.android.com/apk/res/android" 
     android:fillAfter="true">
     <alpha android:fromAlpha="1.0" 
            android:toAlpha="0.0"
            android:duration="500"/> //Time in milliseconds
</set>

In your finish-class

private void finishTask() {
    if("blabbla".equals("blablabla"){
        finish();
        runFadeInAnimation();
    }
}

private void runFadeInAnimation() {
    Animation a = AnimationUtils.loadAnimation(this, R.anim.fadein);
    a.reset();
    LinearLayout ll = (LinearLayout) findViewById(R.id.yourviewhere);
    ll.clearAnimation();
    ll.startAnimation(a);   
}

fadeout.xml

<set xmlns:android="http://schemas.android.com/apk/res/android"
           android:fillAfter="true">
  <alpha android:fromAlpha="0.0"
         android:toAlpha="1.0"
         android:duration="500"/>
</set>

In your new Activity-class you create a similiar method like the runFadeAnimation I wrote and then you run it in onCreate and don't forget to change the resources id to fadeout.

Starting from API level 5 you can call overridePendingTransition immediately to specify an explicit transition animation:

startActivity();
overridePendingTransition(R.anim.hold, R.anim.fade_in);

or

finish();
overridePendingTransition(R.anim.hold, R.anim.fade_out);

See themes on android: http://developer.android.com/guide/topics/ui/themes.html.

Under themes.xml there should be android:windowAnimationStyle where you can see the declaration of the style in styles.xml.

Example implementation:

<style name="AppTheme" parent="...">

    ...

    <item name="android:windowAnimationStyle">@style/WindowAnimationStyle</item>

</style>

<style name="WindowAnimationStyle">
    <item name="android:windowEnterAnimation">@android:anim/fade_in</item>
    <item name="android:windowExitAnimation">@android:anim/fade_out</item>
</style>