Jar files are Standard Java archive for storing Java classess or source file / any kind of resource for a formal application or library /frameworks
WAR files are Web archive which have a web.xml and some folders like web-inf inside it ,War file are standard for deploying in web application container like Tomcat , Resine ,Jetty... you can include more folders , files into WAR files as you need inside a WAR's web-inf you have Standard folders to store your JAR files.
and finally EAR files which are Standard files extension for Java Enterprise Archive. these files are deployable in J2ee containers like Jboss ,Oracle AS ,Websphere , Sun one.... an EAr file could containe several jar and WAR files.
All this file extension are compatible with Zip format.