In the simplest terms, this key tracks files that have been opened or saved within a Windows shell dialog box. This happens to be a big data set, not only including web browsers like Internet Explorer and Firefox, but also a majority of commonly used applications.
XP:
NTUSER.DAT\Software\Microsoft\Windows\CurrentVersion\Explorer\ComDlg32\OpenSaveMRU
Win7/8/10:
NTUSER.DAT\Software\Microsoft\Windows\CurrentVersion\Explorer\ComDlg32\OpenSavePIDlMRU
The “*” key – This subkey tracks the most recent files of any extension input in an OpenSave dialog
.??? (Three letter extension) – This subkey stores file info from the OpenSave dialog by specific extension