There is only one file type that uses the .KFS extension:
Max Payne Model File
Game file used by Max Payne, a violent, third-person shooter noir video game; contains character models, including textures and meshes, that make up Max Payne and other characters in the game.
The Max Payne game uses three different file formats to illustrate the game environment. Along with the KFS file, the game uses .KF2 files and .SKD files.
NOTE: The KFS file for Max Payne is located in the data\database\skins\max_payne path of the game directory.
Updated: August 8, 2014