they do work with a turbo timer, but if the alarm has an immobilliser (like the clifford systems) then you can't lock the car/activate the alarm/immobilliser until the engine has stopped running.
If someone was to nick my car with the turbo timer running, as soon as the timer counts down to zero the immobilliser automatically activates after about 5 seconds. if you were to try and start the car again, either with a key or by hotwiring, the alarm just starts blarring and you cant even turn the radio on.