Almost Every File Format in the World
Names many file formats and their extensions.
http://www.ace.net.nz/tech/TechFileFormat.html

DaubNET File Format Collection
The full specifications of various file formats.
http://www.daubnet.com/formats/

Dot What?!
Database of file extension information. Supports users comments and submissions. Includes discussion forum.
http://www.dotwhat.net/

FileInfo.net
Database of file extensions with information about each file type.
http://www.fileinfo.net/

FILExt
Searchable database of file extensions for data formats, with information and notes on each.
http://filext.com/

Macintosh Type/Creator Database
A database of windows file extension codes with correlating Macintosh Type/Creator code pairs.
http://homepage.mac.com/tcdb/

Webopedia - Data Formats
Contains information about many data formats.
http://webopedia.com/Data/Data_Formats/