This tutorial is meant for people who did not use older Macs back in the 90's who are struggling to open (or "load") old Mac files into their emulator (or even a real Mac, doesn't matter) and it's split in paragraphs that depict a specific file type/extension, so please skip to the paragraph that talks about the kind of file you're trying to open to discover how to do it.

.sit Stuffit archives

Stuffit archives account for the highest count of old Mac files you can find on the internet.  It can succesfully encode and compress resource forks from programs and documents, making it the best choice to archive any old (pre-OSX) Mac file and/or program.  You can expand Stuffit archives with Stuffit Expander.

.hqx BinHex encoded archives

BinHex encoded archives are not compressed, they're encoded.  This does not make them not smaller, but it still makes them compatible to be stored on non-Mac partitions.  BinHex files are very common on the web and back in the 90's, this was probably the most popular format for Mac files served on the web and FTP's, until Stuffit was favored in the late 90's. It's worth noting that the BinHex format proved to be incompatible with some implementations of Mozilla products afterwards, such as Firefox and Thunderbird, which were finally fixed in early 2018, after almost 2 decades of problems with the BinHex format.  You can decode BinHex archives with Stuffit Expander.

.cpt Compact Pro archives

Compact Pro was a proprietary archive format around 1990 that never really took off, but it was still known enough that you can come across .cpt files.  You can expand Compact Pro archives with Stuffit Expander.

.bin MacBinary archives

BinHex encoded archives are not compressed, they're encoded.  This format was very popular back in the 80's before BinHex came into play.  You can decode MacBinary archives with Stuffit Expander.