Those aren't really executable's though, they are archive formats to install
executables.
I think it is ELF, or Executable and Linking Format.
en....pedia.org/.../Executable_and_Linkable_Format
There are others, basically any code to be executed, however, is simply a list
of binary instructions to do things, though you are right that different
operating systems use different data formats that the OS knows how to get to the
actual code of, etc... It isn't so much about extensions (.exe, .app) but how
the data is laid out in the file.
Also note that Linux allows users to execute scripts very easily, so even though
they are not native code, they are executable. These are formatted as shell
scripts and are basically text documents with a header line that tells the shell
what executes them... Usually in the format of "#!/bin/bash" or some such.
Then you have universal formats such as Java.