HDFS or Hadoop Distributed File System is the distributed file system provided by the Hadoop Big Data platform. The primary objective of HDFS is to store data reliably even in the presence of node failures in the cluster. This is facilitated with the help of data replication across different racks in the cluster infrastructure. These files stored in HDFS system are used for further data processing by different data processing engines like Hadoop Map-Reduce, Hive, Spark, Impala, Pig etc.
There are a few other formats not included in this list, including RCFile (which has been superseded by both ORC and Parquet), but this hits the highlights.