A client recently sent me a .RAR file which I was unable to open. A little internet research revealed that .RAR files are compressed archives similar to .Zip files. RAR has the benefit of creating an archived file which is 8 to 30% smaller than Zip archives.
Like .zip files, .rar files require a piece of software to extract or uncompress the data. There are lots of free solutions out there but this one from 7-zip.org worked very well for me.