You can download a list of transcript annotations as a flat file from UCSC:
http://hgdownload.cse.ucsc.edu/goldenPath/hg19/database/refGene.txt.gz
It is not exactly a BED file, but it does contain information about the known transcripts for this assembly (hg19, in this case):
585 NR_046018 chr1 + 11873 14409 14409 14409 3 11873,12612,13220, 12227,12721,14409, 0 DDX11L1 unk unk -1,-1,-1,
585 NR_024540 chr1 - 14361 29370 29370 29370 11 14361,14969,15795,16606,16857,17232,17605,17914,18267,24737,29320, 14829,15038,15947,16765,17055,17368,17742,18061,18366,24891,29370, 0 WASH7P unk unk -1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,
The gene name can be found in column 13. The exon start and end positions are in columns 10 and 11, respectively. More information can be found in the other columns:
- bin
- name
- chrom
- strand
- txStart
- txEnd
- cdsStart
- cdsEnd
- exonCount
- exonStarts
- exonEnds
- score
- name2
- cdsStartStat
- cdsEndStat
- exonFrames
(The column information was obtained from the sql file here)