.dat files that consist of text
HTML (.htm, .html)
MATLAB (.m, .M)
Microsoft Excel 1997 through 2011 (.xls, .xlsx on Macintosh)
Microsoft Excel 2007 through 2013 (*.xlsx, *.xlsm on Windows)
R (.r)
SAS transport (.xpt, .stx)
Triple-S (.sss, .xml)1
Database (dBASE) (.dbf, .ndx, .mdx) is supported with a V3+ compliant ODBC driver.
Microsoft Access Database (.mdb) is supported with a V3+ compliant ODBC driver.
See Import Data from a Database for details for working with databases.
Note: You can open R code (.R) and SAS program files (.sas) in JMP, but the text opens in a Script window, not in a data table.

1
On Macintosh, rename the .xml file as an .sss file before you open it. The Macintosh operating system does not recognize the .xml file as a Triple-S file.