For the users of Mixamo Unlimited+, Unity 4.3 came out with a lot of improvements on the animation system.
.anim body masks and additional curves are still not supported (for those you would require the FBX file), but with Unity 4.3 you can add curves for Mecanim parameters directly in animation window which does the same at the end.
Animation events on .anim files are also supported in Unity 4.3, which is great!