Star Trek: The Next Generation, S6E12, "Ship in a Bottle", makes it quite clear that holograms cannot be beamed with available Federation tech at the moment.
In Star Trek: Voyager, S5E13, the EMH is transported while using the mobile emitter. What confuses me is the EMH seems to be transported himself:
It's not like he's gradually phasing away as the mobile emitter goes or that he vanishes. But he is transported himself. How is that possible? It is clearly visible that he has the same transporter patterns as the real people.