Wikipedia
.MDX
.MDX files are 3D model files engineered and used by Blizzard Entertainment in its games. Several variations exist. The document focuses on the format used in Warcraft III and The Frozen Throne. The format comes in two flavors: .MDX and .MDL. .MDX is a binary format. It's harder to edit and has generally smaller filesizes. .MDL is a text format, which can be edited with a text editor. The text formatting increases the filesize. Several converters exist to convert between these formats.
The .MDX suffix also appears on CD and DVD image files, Media Data Extended, apparently native to Daemon Tools. Newer versions of Daemon Tools support it (e.g. Daemon Tools Lite v4.48.1).