DOCX, XLSX, PPTX, some of the new extensions used by Office 2007 applications.  They are all based on OpenXML and in reality are just a set of compressed XML files.  Want to see the guts of any of these files simply rename the file and change the extension to .ZIP and then unzip it!  You'll see a directory structure

...and you can drill into the folders to find the different XML files that make up the file.  In this case it is a Word 2007 file and you can see XML files for the document, the footer, endnotes etc...  The media folder holds all the images located in the file.

Nifty :)

Want to know more?  See this post on the MSDN blogs.