There are an endless number of file formats in existence and more being created all the time. Techniques and structures of how these files work and can be abused are detailed here.
Incredibly common, and absurdly complex with an incredibly number of abilities.
The Executable Linkable Format, commonly used for binary executables, compiled objects, shared libraries, and core dumps. Primarily used on Unix and derived systems.
The Portable Executable (PE) format is a file format for executables, object code, DLLs, FON Font files, and others used in 32-bit and 64-bit versions of Windows operating systems. The PE format is a data structure that encapsulates the information necessary for the Windows OS loader to manage the wrapped executable code. Portable executables are also the stanard for EFI environment executables
JPEG is a standard for lossy compressed digital images, and is arguably one of the most common file types most people will ever see.