Here are the different file types that the Asset Library can contain:
Images:
.gif .jpg .jpe .jpeg .png .tif . tiff .bmp .pjpeg
Documents:
.doc .docx .xls .xlsx .ppt .pptx .txt .text .log .rtf .csv .htm .html .xhtml .xht .xml .wav .mp3 .mp4 .vcf .wmv .wma .ps .ai .eps .mpeg
Flash:
.swf .flv
Videos:
mp4 .wmv .MooV