Files type: System
In the case the operating system crashes before it completely shuts down it usually creates what is known as a dump file that contains the exact information and data of all the registers and status of the running applications as well as the status of the system processes that were running at that point just before the operating system crashed.
Along with that it usually also includes some additional human readable data that describes briefly what the error was and what steps should be taken to recover from the error.
These dump files however mostly contain very specific data regarding the machine on which the operating system is installed and what the exact state of the operating system was right before it crashed so that the exact scenario could be reproduced in order to better understand the reasons behind the crash and if possible fix the bug.
This dump file usually should be sent to the vendor since they can make more sense out of it and perhaps offer help in fixing the problem.
These files are usually compressed so as to take minimum possible disk space. This format is usually stored right along with the .HDMP file which is the same file only that its uncompressed.