There are many 3D file formats used for many applications from games to CAD design files, etc.
Some open-source software like Blender, FreeCAD, Meshlab, etc has native support to convert/export to many formats, and there are also some external plugins for these softwares to let them to export even for more formats.
But if you need a command line 3D file converter assimp is a good option:
But assimp still missing STEP and Parasolid format support. I think STEP became the defacto format to exchange 3D files between many CAD tools.