This currently is a comparatively small list of file formats. Hopefully it will serve well, by providing solid information including references to some of the most official sources found. Wikipedia's page for a list of file formats may have additional formats listed. The page starts by stating, “This is an incomplete list, which may never be able to satisfy particular standards for completeness.” Creating a new file format is not extremely difficult for a computer programmer, so full completeness is never expected to be achievable. The Wikipedia page cited notes that if 57 characters are possible for filenames, three letter filenames could allow up to 195,112 file extensions. That very large number doesn't take into consideration file extensions that are less than three characters, nor multiple file formats that may use the same extension, nor file extensions that may not use a traditional 8.3 filename format.

Resources listing various file extensions may be:

File Extensions
[#extaout]: a.out

In general, such a file is likely to be an executable for BSD, Linux, or similar.

Note that Wikipedia's page on a.out says “a.out remains the default output file name for executables created by certain compilers/linkers when no output name is specified, even though these executables are no longer in the a.out format.” (That Wikipedia page cites a mailing list post as a cited source.) Some software tools, used by software developers, produce files with a name such as “a.out” even if the file isn't strictly using an actual a.out file format. For further details about the a.out file format

[#extexe]: *.EXE
See Exectuable file
[#extgif]: *.GIF, *.gif

Graphics Interchange Format

There has been some disagreement in how to pronounce the abbreviation. Slashdot comment about the correct way to say the abbreviation notes, “Here's the thing: If you invent something, you get to name it.” So, following that simple logic, which name is given preference?

The GIF Pronunciation Page cites the inventor of the format, who pronounced it like the name of the peanut butter brand JIF. A Slashdot article about the pronounciation ends extremely crudely, but does logically demonstrate the fallacy of the argument that the name should nearly rhyme with “gift” so that it starts similar to the first word, “graphical”.

For more details about the file format, see Graphics Interchange Format.

[#extout]: *.out (especially a.out)
This extension implies that the file contains output. Especially if the filename is “a.out”, this may be output from a software development tool and so this may be an executable named after the a.out file format. See extension information: a.out.
[#extmid]: *.MID files

See MIDI file.

[#extmidi]: *.midi files

See MIDI file. For platforms that support long filenames, it may be best that software supporting MIDI files look for filenames using both the *.midi and *.MID (and *.mid) filename extensions.

[#extreg]: *.REG, *.reg
File containing data meant to be used when working with a Microsoft Windows Registry. See .reg files.
[#extqwk]: *.QWK
A file intended for offline handling of E-Mail. See a section of TOOGAM's Software Archive: section about E-Mail programs.
[#extxml]: *.XML, *.xml
See Extensible Markup Language (XML)
[#extzip]: *.ZIP, *.zip
See Zip files.

For additional extensions, see these pages:

File formats
[#adotout]: a.out

Note that Wikipedia's page on a.out says “a.out remains the default output file name for executables created by certain compilers/linkers when no output name is specified, even though these executables are no longer in the a.out format.” (That Wikipedia page cites a mailing list post as a cited source.) Some software tools, used by software developers, produce files with a name such as “a.out” even if the file isn't strictly using an actual a.out file format.

[#execfile]: Executable file

The term “executable file” might refer to a file that can be executed, and there are many files of this type. One type of format, which may have multiple sub-types, would be files with the .EXE file extension which stood for “executable file”. However, before discussing that in detail, it should be mentioned that there are other file formats which are often executed directly from a command line, such as .COM files in MS-DOS and “a.out” and ELF in Linux, etc. Wikipedia's page comparing executable file formats lists some executable file formats and provides a bit of information about them. Other files that are often able to be directly executed from the command line are script files, such as *.BAT files, *.sh files (which are often left without an extension), *.CMD files, and files named after various programming languages (such as *.pl for PERL). Some command lines may be able to process more extensions, such as modern Microsoft Windows systems being able to run .msc files. Sometimes executable code is stored in other files, including *.DLL files. (Perhaps .OVL (overlay), and another format that Win ME uses?) MS-DOS would boot up with files using *.SYS. (Win ME had other alternatives.)

The .EXE file extension has been used by the MS-DOS executable format. DJ Delorie's information on EXE files contains some information on the first 28 bytes. I believe there were basic executables and then overlays. The .EXE file format has also been used for “shared mode” executables that run on MS-DOS and also act as native OS/2 files, as well as files for the Microsoft Windows platform. Some Microsoft Windows operating systems have format for a file using a format called “Portable Executable”.

Some other formats, which might be sub-variations or formats that are just similar in nature, may include PE/COFF “Portable Executable”.

Extensible Markup Language
This is often abbreviated as XML: See See Extensible Markup Language (XML).
[#grintrfm]: Graphics Interchange Format

Information about how to pronounce the abbreviation is in the section about the *.GIF/*.gif file extension.

GIF is an older format, which has been widely replaced by the newer *.PNG/*.png file format. However, the GIF format did widely support animations while the PNG format did not. The people behind the PNG format did release The Multi-image Network Graphics (*.mng) file format, although that format was not quickly given wide support (as noted by Wikipedia's page on MNG file format: “Support” section). Although other alternatives eventually became developed, the pre-existing prevalence of support for animated GIF files caused the format to continue to be used long after the non-animated variations became less popular.

Many people believe that GIF is limited to 256 colors. See: Wikipedia's article on GIF: “True color” section.

Wikipedia's page about GIF: “Unisys and LZE patent enforcement” section has a nicely condensed history about the historical issue about when this file format used to be patent-encumbered.

Wikipedia page about “Quilt design as 46x46 uncompressed GIF” shows a file that was apparently created manually. Apparently the file's data is itself a copy of the file when assigning color intensity based on the individual values of each byte.

[#pecoff]: PE/COFF “Portable Executale”
The “Microsoft Windows”-specific “Portable Executable” format (“PE/COFF”, as noted by Wikipedia's page on Portable Executable, or “PE”).
[#portaexe]: “Portable Executable”/“PE/COFF”
See PE/COFF.
[#qcowimg]: QCOW and QCOW2 (“QEMU Copy-on-write”)
Common file extensions
There doesn't seem to have been a standard clearly shown by the QCOW documentation or QEmu's documentation. Some references may have been made to *.img files, although that file extension is likely better known as being RAW images. Perhaps better options may be *.qc2 and *.qcw for those who prefer using extensions under four characters, and *.qcow2 and *.qcow for those who couldn't care less about longer file extensions.
Variations of the format
There is a QCOW format and a QCOW2 format. Mark McLoughlin has some public web space hosting the official technical documentation for The QCOW2 Image Format. There is also older documentation for The QCOW Image Format which doesn't have the new section that documents the differences between the QCOW and QCOW2 formats. The most official source would likely be QEmu's website, and both of those documents are hyperlinked from QEmu website's section listing technical documentation.
Software supporting this file format
Qemu, and the bundled qemu-img which can convert image files. (If additional converters become available, they may be listed at virtualization guide: section on converting disk images.)
[#qedimg]: QED (“QEMU Enhanced Disk”)
Common file extensions
Unknown: Presumably will be .qed?
Variations of the format
QEmu Features: QED, Forum Announcement of QEMU Enhanced Disk format
Software supporting this file format
Qemu introduced this with version 0.14 (as seen by ChangeLog for QEmu 0.14: section about QED).
Name notes
The term “QEMU Enhanced Disk” has been seen in the Forum Announcement of QEMU Enhanced Disk format as well as the ChangeLog for QEmu 0.14: section about QED.
[#vmdkimg]: VMDK (“Virtual Machine Disk”)
Intro
This is a data format to store an image of a hard drive. The k refers to the last letter of the phrase “Virtual Machine Disk”.
Variations of the format (Specifications)
VMDK Specification (PDF file)
Supporting software

Used by VMWare. Sun xVM supported this and VHD. This is one of multiple formats supported by Qemu, although it is a secondary format. That simply means that although VMDK is supported by Qemu, Qemu also has other supported formats including native formats of its own. The (converting) utility qemu-img that comes with Qemu also supports VMDK, and may be an option for converting images. (If additional conversion methods are discovered, they may be added to the virtualization guide: section on converting disk images.) For more options, see Wikipedia page about VMDK: section listing third party products with VMDK support.

In addition to those emulator-like software options that implement virtual machine software, this format is supported by SUSE Studio (which has more to do with booting from an image).

Usage
See Virtualization guide: info related to the VMDK file format.
[#wrifile]:

Microsoft KB Q32905: Windows Version History shows that Windows version 1.03 started using the *.WRI filespec for documents related to the the Microsoft/Windows Write word processor.

The MS09-010 “update removes the vulnerability by disabling the WordPad Word 6 and Windows Write text converters” used by some software. CVE-2009-0087. (This wasn't the only vulnerability related to *.wri files. MS13-089

[#xmlfile]: XML (“Extensible Markup Language”)
Common file extensions
.XML, .xml
Variations of the format
There is a specification called XSLT. Microsoft's implementation may be referred to as MS XML.
Software supporting this file format
Rendering

W3Schools page on XSLT says “All major browsers have support for XML and XSLT.” The page goes on to describe what versions are compatible.

XSLT IE6 default processor (discussion on Stack Overflow website) has comments, such as: “the XSLT processor originally included in MSIE6 did not support much of anything other than a very general level of draft functionality. The service update improved on it greatly.” Another such comment: “Don't try MSXML 5, it was an intermediate version used by Office, but is no longer supported by Microsoft.”

MS IE 5.x may not show XML very well without an update: (3rd party) IE 5 XML FAQ #8: IE 5.5 info. IE update is an archived version of a page that is referred to by XML.com's info.)

[#zipfile]: “ZIP” files

Most commonly refers to files using Zip compression. Colloquially (in the “unacceptably informal” sense, as this is inaccurate) the term “zip file” might refer to a file from a program that makes zip files (even if it is not in the zip format), or even any file which is in any other archive format. To clarify: any data file containing compression, created by a data compression program which only outputs files in recognized archive formats, might be referred to as a “zip file”, even when the output file is using an entirely different and incompatible format. This word usage may be entirely imprecise/inaccurate, and misleading, but some people (who are probably fairly unfamiliar with any different between the file formats) do say things like this. As for other files that might be referred to as Zip files, see InfoZip's section on “imposter” zip programs.

Common file extensions
.ZIP, .zip
Variations of the format

The most popular standard is likely Zip 2.0. Information about the file format: Wikipedia's page on the ZIP file format, PKWare.com's APPNOTE.TXT.

Software supporting this file format
See TOOGAM's section on zippers and unzippers. Both p7zip and Info-Zip have been released for many platforms.
Usage guide
See: compressing bits.