There are exploits for pretty much every file format in existence. [1] There are also exploits that work by just having the e-mail arrive in your e-mail client without you having to even open the message. In fact the e-mail may not even reach your computer if you use some corporate proxy which has anti-virus installed. Project Zero revealed just recently a Norton/Symantec flaw where just sending the e-mail is enough for code execution. [2]

[1] Almost none of these are zero day though, so if you're up-to-date you'll be fine.

[2] https://googleprojectzero.blogspot.com.ee/2016/06/how-to-com...