De acordo com o Wiki do Fiddler :
SAZ files are simply specially formatted .ZIP files. If you rename a .SAZ file to .ZIP, you can open it for viewing using standard ZIP viewing tools.
Inside a SAZ file, you will find:
_index.htm - an optional file containing a human readable version of the Session List. This file is not processed when loading a .SAZ file and exists solely for manual examination. [Content_Types.xml] — (Added in v2.4.0.9) A metadata file which specifies a few MIME types so the archive can be read by System.IO.Packaging or other clients that support the Open Packaging Conventions. a raw folder - containing files representing each web session. Inside the Raw folder, there will be three files for each web session.
sessid#_c.txt - contains the raw client request. sessid#_s.txt - contains the raw server request. sessid#_m.xml - contains metadata including session flags, socket reuse information, etc. The SAZ/ZIP file's comment field contains information about the version of Fiddler that generated the archive.
SAZ files should always be forward/backward compatible, although some features may be missing (e.g. socket reuse information) when loading older files into the newest versions of Fiddler.
SAZ Files MIME types are: application/x-fiddler-session-archive