Game Files Extensions - What are game files and how do I open a game file?

What are game files and how do I open a game file?

File Type Category File Format
.bf Game Files CryoBF Game Data File
.bfg Game Files Big Fish Games Application File
.bgl Game Files Flight Simulator Scenery File
.big Game Files Electronic Arts Game Data File
.biq Game Files Civilization 3 Scenario File
.civ5save Game Files Civilization 5 Saved Gae
.dat_old Game Files Minecraft Level.dat Backup File
.dem Game Files Video Game Demo File
.dff Game Files RenderWare Model File
.fbrb Game Files Battlefield Bad Company 2 Data File
.gam Game Files Saved Game File
.gb Game Files Game Boy ROM File
.gba Game Files Game Boy Advance ROM
.gbc Game Files Game Boy Color ROM
.gct Game Files Ocarina Cheat Code Manager File
.h3m Game Files Heroes 3 Map File
.hpk Game Files Tropico Game Archive
.map Game Files Quake Engine Map File
.mca Game Files Minecraft "Anvil" Map File
.mpq Game Files Blizzard Mo'PaQ File
.naz Game Files Total Overdose Game Data File
.nds Game Files Nintendo DS Game ROM
.nes Game Files Nintendo (NES) ROM File
.plr Game Files rFactor Player File
.rbz Game Files SketchUp Plug-in
.s2z Game Files Heroes of Newerth Game Data File
.sav Game Files Saved Game
.scn Game Files Age of Mythology Scenario File
.scs Game Files Prism3D Game Data File
.sfb Game Files PlayStation 3 Disc Data File
.smc Game Files Super Nintendo Game ROM
.spb Game Files Flight Simulator Mission File
.steamstart Game Files Valve Steam Start File
.unity3d Game Files Unity Web Player File
.upk Game Files Unreal Engine 3 Package
.viv Game Files Need for Speed Car Data File
.w3x Game Files Warcraft 3 Expansion Map FIle
.wad Game Files Doom WAD File
.wotreplay Game Files World of Tanks Replay File
.wrpl Game Files Widelands Saved Game File
.wz Game Files MapleStory Game Data File
.xex Game Files Xbox 360 Executable File
.xmb Game Files Age of Empires Game Data File
.xnb Game Files XNA Game Studio Binary Package
.xpk Game Files WWE RAW Model File
.z64 Game Files Nintendo 64 Game ROM