Huh.

Last time I was on a XP PC, I remember some files having deleted extensions (filename was something like: "file" instead of: "file.ext")
Thing is that XP still "knew" what the file was, meaning that the OS kept a record which told it that this or that file has no apparent extension, but it's format is ".ext"
Get my point?
OS X does that (I always delete the extensions of my files since I always rename them) but if you save a file without extension, then it won't know what it is. For example, if you download something via a BitTorrent client and when asked how you want to save the file, if you rename it from "file.avi" to just "file", OS X won't know what is is.

Backmann is right, if a file has no extention windows sees it as a "file"
And Murasame, i think you are pointing at the "hide extentions for known files"
option you have in the explorer settings.
In that case the file does have a extention, but windows has hidden it, so when you launch it, windows knows indeed what to do with it.
But if you rename a file and strip the extention, windows has no clue what it is.

If I had a file without a extention, I would try WinRar for starters, then 2nd IsoBuster, my 3rd option would be Gspot and notepad as last.