A Nexus file is a common data exchange format for neutron, X-ray, and muon experiments.
Mantid is capable of loading certain types of Nexus files and of saving certain types of workspace as a Nexus file. It can also save a project as a mantid file plus Nexus files.
The general structure of Nexus files is explained in http://download.nexusformat.org/doc/html/user_manual.html .
Here are some specific details:
ISIS uses Nexus files for both histrogram and event data and SNS uses NEXUS for event data only. Also both ISIS and SNS use the same structure for event data. Hence there are two principal types of NEXUS files loaded by Mantid
ISIS histogram Nexus file, which is loaded by LoadISISNexus and
Event Nexus file, which is loaded by LoadEventNexus.
ISIS uses two versions of Nexus files for muon histogram data:
Muon Nexus file v1, which is loaded by LoadMuonNexus v1 and
Muon Nexus file v2, which is loaded by LoadEventNexus v2.
As well as Nexus files loaded by Mantid, there is a kind of Nexus file, which is produced by Mantid, when it saves a workspace to Nexus, which is called a Processed Nexus file and is saved by SaveNexusProcessed.
RAW File an older data file format.