You can use Rasterize before exporting to a .eps file.

fig = Graphics3D[{Opacity[0.5], Sphere[]}] 

Now Export like

Export["fig2.eps", Rasterize[fig]] 

which will preserve the opacity in eps.

You can use Rasterize before exporting to a .eps file.

fig = Graphics3D[{Opacity[0.5], Sphere[]}] 

Now Export like

Export["fig2.eps", Rasterize[fig]] 

which will preserve the opacity in .eps. For better resolution you can use RasterSize.

For comparison

Export["fig1.eps", fig] 

Then I use them in a tex file and this is how they look in pdf

Left is without Rasterize (fig1.eps) and right with Rasterize (fig2.eps).