For the record, the following is a concise summary of .xz file format:

Everything is little endian.

The file is a concatenated list of streams.

vu63 is a variable-length encoding for u63:
u8[1..9] where all but last byte has an MSB set.
Remaining 7-bit blocks are interpreted in little endian.
No overlong representation allowed, so `00` is valid but `80 00` isn't.

Stream format is:
u8[6] magic bytes, `FD 37 7A 58 5A 00`.
u8[*] stream header:
u16 stream flags:
Bits 8..11 are check types and sizes:
0 = No check, 1 = CRC32, 4 = CRC64, 10 = SHA-256.
Other values are reserved but their lengths are guaranteed to be
4 bytes for 1..3, 8 bytes for 4..6, ..., 64 bytes for 13..15.
Other bits are reserved and should be zero.
u32 CRC32 checksum for the stream header.
u8[*] zero or more blocks.
u8[*] single index, distinguished from the block by the first byte.
u32 CRC32 checksum for the following stream footer.
u8[*] stream footer:
u32 backward size, equals to (index size / 4 - 1).
u16 a copy of stream flags.
u8[2] magic bytes, `59 5A`.
u8[0..3] padding bytes to make the stream size a multiple of 4 bytes.
Each stream, before and after compression, should be at most 2^63-1 bytes long.

Block format is:
u8[*] block header:
u8 block header size / 4 - 1, shouldn't be zero.
u8 block flags:
Bits 0..1 are the number of filters - 1.
Bit 6 is set if the compressed size is present.
Bit 7 is set if the uncompressed size is present.
Other bits are reserved and should be zero.
Optional vu8 compressed size of this block, shouldn't be zero.
Optional vu8 uncompressed size of this block.
For each filter:
vu8 filter ID.
vu8 size of filter properties.
u8[*] filter properties depending on the filter.
Each filter is applied in this order to the uncompressed data.
u8[*] padding bytes to make the block header size a multiple of 4 bytes.
Padding may require >3 bytes, since the minimum block header size is 8 bytes.
u32 CRC32 checksum for the block header except for this field.
u8[*] compressed data.
u8[0..3] padding bytes to make the block size a multiple of 4 bytes.
u8[*] check bytes, derived from the stream flags and uncompressed block bytes.

Index format is:
u8 magic byte, `00`, which distinguishes indices from blocks.
vu8 number of blocks in this stream.
For each block:
vu8 unpadded size, equals to the block size minus the number of block padding bytes.
This does NOT exclude other padding bytes in the block header, for example.
vu8 uncompressed size.
u8[0..3] padding bytes to make the index size a multiple of 4 bytes.
u32 CRC32 checksum for the index except for this field.
Each index should be at most 2^34 bytes long.

Filter 0x21 indicates LZMA2 and can only be the last filter.
Its filter properties are:
u8 flag:
Bits 0..5 are encoded dictionary size K, where the true size is:
(2 + K % 2) * 2^(11 + floor(K / 2)) bytes for K < 40. (4 KiB through 3072 MiB)
4096 MiB - 1 byte for K = 40.
Other values are reserved.
Other bits are reserved and should be zero.

Filters 0x04..0x09 indicate a BCJ filter for x86, PowerPC, IA-64, ARM, ARM Thumb, SPARC
respectively, and cannot be the last filter.
Their filter properties are:
Optional u32 start offset for this input, zero if omitted.

Filter 0x03 indicates the Delta filter and cannot be the last filter.
Its filter properties are:
u8 delta distance - 1.

In comparison, the following is a concise summary of .lz file format:

Everything is little endian.

The file is a concatenated list of members.

Member format is:
u8[4] magic bytes, `4C 5A 49 50`.
u8 version, currently 1.
u8 coded dictionary size K, where the true size is (16 - floor(K / 32)) * 2^(8 + K % 32) bytes.
The true size should range from 4 KiB (K = 0x00) to 512 MiB (K = 0x11).
Note that this mapping is not increasing, so the valid range for K is not consecutive.
u8[*] LZMA stream, which uses a particular version of LZMA and a custom marker at the end.
u32 CRC32 checksum for the original uncompressed data.
u64 uncompressed size.
u64 member size.
Each member should be at most 2^51 bytes long.
Each member, after decomperssion, should be at most 2^64 - 1 bytes long.

And the following is a concise summary of .zst file format:

Everything is little endian.

The file is a concatenated list of frames.

Zstandard frame format is:
u8[4] magic bytes, `28 B5 2F FD`.
u8 frame header descriptor:
Bits 0..1 are the dictionary ID size (1=1, 2=2, 3=4), or zero if no dictionary ID is given.
Bit 2 is set if the content checksum is present.
Bit 3 is reserved and should be zero.
Bit 4 is reserved and should be zero, but should be ignored by decoders.
Bit 5 is set if the single segment restriction applies and window size is implicit.
Bits 6..7 are the size for the frame content size field (0=1, 1=2, 2=4, 3=8).
Zero indicates an absence of the frame content size instead if bit 5 wasn't set.
Optional u8 window descriptor W, where the true window size is:
Implicitly set to the frame content size if the single segment restriction applies.
(8 + W % 8) * 2^(7 + floor(W / 8)) bytes otherwise. (1 KiB through 3.75 TiB)
Optional u8[*] dictionary ID, where zero means no dictionary.
Optional u8[*] frame content size.
For each block:
u24 block header:
Bit 0 is set if this frame is the last.
Bits 1..2 are the block type (0=raw, 1=RLE, 2=compressed, 3=reserved).
Bits 3..23 are the block size.
The block size should not exceed the block maximum size = min(window size, 128 KiB).
If this block is RLE:
u8 byte, which is repeated for the specified block size.
Otherwise:
u8[*] compressed data, which size is the specified block size.
Optional u32 lower 32 bits of XXH64 content checksum for the uncompressed data, w/ seed=0.

Skippable frame format is:
u8[4] magic bytes, a single byte 50..5F followed by `2A 4D 18`.
u32 the size of the following data.
u8[*] data.