binwalk

when presented with just a file, try binwalk first to see if it finds anything...
binwalk myFile - will just look inside without extracting

binwalk -eM myFIle

• it will extract files to an 'extractions', and will list any extractions in a folder or file named by the address where it extracted it from

Memory dumps

• Volatility3
• Windbg on WIndows
• look for running processes, commands that were run, environment variables

Disk images

• the sleuth kit on linux
• Autopsy browser UI on linux
• FTK Imager in Windows
• Autopsy in Windows
• look for deleted files, users, etc.