Email Security spam filters block certain attachment types because those attachment types often contain viruses. The default list of allowed and blocked attachments: 

Attachment Type

File extensions

Allowed / blocked by default

 Executables:

 .exe, .chm, .pif, .reg, .scr, .sct, .hlp, .shs, .shb, .msi, .msp, .msc, .class, .com, .dll, .dmg, .drv, .grp, .ocx, .ovl, .sys, .vdl, .vxd

Blocked

Scripts

 .js, .jse, .vb, .vbe, .vbs​, .pcd,​ .wsc, .wsf, .wsh, .ws​, .hta,​  .js, .jse, .vb, .vbe, .vbs​, .pcd,​ .wsc, .wsf, .wsh, .ws​, .hta, .cmd,.bat,​.acc, .asp, .ccs, .htx, .je, .php, .php3, .sbs, .sct, .shb, .shd, .vba, .ws, .wst,.jar, .ps1, .ps1xml, .ps2, .ps2xml, .psc1,  .psc2, .msh, .msh1, .msh2, .mshxml, .msh1xml, .msh2xml ​

Blocked

Shortcuts

 .lnk, .scf, .ink

Blocked

Other dangerous files

 .cpl, .crt, .ins, .isp

Blocked

Microsoft Access Files:

.ade, .adp , .ldb, .mad, .mda, .mdb, .mdz, .snp, .bas, .mde, .mst

Blocked

Microsoft Files with Macros

.docm, .dotm, .xlsm, .xltm, .xlam, .pptm, .potm, .ppam, .ppsm, .sldm

Allowed

Microsoft Word

.doc, .docx, .dot, .dotx, .rtf, .wiz

Allowed

Microsoft   Power Point

.pot, .potx, .ppa, .pps, .ppsx, .ppt, .pptx, .pwz

Allowed

Microsoft Excel

.xla, .xlb, .xlcxlk, .xls, .xlsb, .xlsx, .xlt, .xltx, .xlw

Allowed

Other Microsoft Office files

.cal, .frm, .mbx, .mif, .mpc, .mpd, .mpp, .mpt, .mpv, .win, .wmf

Allowed

Compressed/Archived Files

.arj, .bz2, .cab, .gz, .gzip, .lha, .lzh, .rar, .rpm, .tar, .tgz, .z, .zip

Allowed

ASCII Text Files

.cfm, .css, .htc, .htm, .html, .htt, .htx, .idc, .nsf, .plg, .txt, .ulx, .vcf, .xml, .xsf

Allowed

Postscript Files

.cmp, .eps, .prn, .ps

Allowed

Adobe Acrobat (PDF)

.abf, .atm, .awe, .fdf, .ofm, .p65, .pdd, .pdf

Allowed

Macintosh files

.a3m, .a4m, .bin, .hqx, .rs

Allowed

Audio Files

.aff, .affc, .aif, .aiff, .aiffc, .au, .m3u, .mid, .mod, .mp3, .ra, .rmi, .snd, .voc, .wav

Allowed

Video/Movie Files

.asf, .asx, .avi, .lsf, .lsx, .m1v, .mmm, .mov, .movie, .mp2, .mp4, .mpa, .mpe, .mpeg, .mpg, .mpv2, .qt, .vdo

Allowed

Image Files

.art, .bmp, .dib, .gif, .ico, .jfif, .jpe, .jpeg, .jpg, .png, .tif, .tiff, .xbm

Allowed

Note: the default settings can only be changed on Advanced Email Security plan.