ASCII files (*.dat) are text files containing only data. Variable names are in *.def files.
Comma separated values (*.csv)
Data definition files (*.def) are text files containing variable names, definitions and summary statistics.
EViews workfiles (*.wf1)
Excel spreadsheets (*.xlsx)
GRETL data sets (*.gdt) and more can be freely obtained from Lee Adkins' GRETL web page.
R data sets (*.rdata)
SAS data sets (*.sas7bdat)
Stata data sets (*.dta)