There is only one file type that uses the .KDMP extension:
Windows Crash Dump File
Memory dump saved to a file by Windows; contains a snapshot of the kernel mode portion of a given user mode process; used for debugging applications; may be created on Windows or Windows CE systems.
KDMP files may be contained within a .CAB file, along with .MDMP, .HDMP, and other files. They can be analyzed using WinDbg, which is part of Microsoft's free "Debugging Tools for Windows" suite.
Updated: September 28, 2009