Word, Excel, Access, PowerPoint, Amipro and Visio can carry macro virii.
.hlp files can carry virii
.dll files (included in an archive for example) can hold trojans/virii/...
vbs and html files can carry scripts.

So, a general rule of thumb is to run an av on everything you receive (and as far as I'm concerned, it's running in the background, all the time).