I came across an interesting tool today called Binwalk.
Binwalk is a firmware analysis tool that scans a given binary file for embedded files and executable code.

 

Binwalk requires a Linux machine, I used the Backtrack VM I used from my article about WEP keys.

Note there is no binary distribution of Binwalk so you will need to compile it but this is a breeze.

Unpack the downloaded version (I used 0.3.10 which is the most recent at this time).

Binwalk comes with a configure script that checks the preconditions and creates a make file. Start if from the src directory:

If it complains about libcurl, install it:

Then compile it:

Now analyse your binaries with binwalk <filename>. Here is some example output:

 

The Binwalk wiki contains some usage examples to get you started.