UNR File
UNR files are just like any other Unreal engine file packages. Being a package they can contain all types of resources; the .unr file extension is merely a convention to denote "this package contains brushes and actors that make a playable map."
Check [Antonio Cordero's website] for a pretty thorough documentation of the [Unreal package format] and a Delphi unit that implements it.
Related Topics
Tarquin: I'm thinking of moving this content to a new page called [Map file]? – I think most of what is said here can apply to all games. I'll do this in about a week unless anoyone objects