These are called encoded Stuffit archives. They can be opened with a freeware program called Stuffit Expander. You will have to get this from a friend with a Mac because it comes compressed when you download it. Some other common formats are .sit, .sea, .cpt, .bin, and .hqx files. They can all be decompressed with Stuffit Expander.
Many sites provide files in several of the above compression formats.
Here I will describe the advantages and disadvantages of each. It can be either the type of compression or the type of encoding used in the file. These are called BinHex-encoded files. They contain encoded data from a Stuffit archive or other Mac file. As you may already know, Mac files have a data fork and a resource fork.