Graphic file formats are not platform bound and are identical on all platforms (even with the big/little endianness, which doesn't matter nowadays). The best formats are TIFF for the bitmap pictures and EPS for the vector kind. See below for links to the specialized pages.
Anyway, some formats are rather difficult and don't transfer very well between Macintosh and PC. Those difficult formats are WMF, Pict and MacDraw (see below).
The WMF format (or even the Enhanced WMF, called EMF) is a vectorized format using specific Windows instructions to produce the graphic, on screen or on paper. There are very few software packages on the Macintosh, if any, which can handle such formats. The best solution is to open the file in Illustrator or Corel and to save the picture in some other format.
There is no software under Windows which can handle gracefully the Pict format, excepted Photoshop.
PaintShop Pro also claims to manage those files, but results can vary.
Last but nor the least, Quick Time, due to its Macintosh origin, can handle those files. You can then export them to something else.
See our page on MacDraw on this site.
Please see the specific pages we devote to those formats :