"No filename" and "no container" are two totally different things.
The
container format is determined by how the file was created, i.e. by the
content of the file. The file's name (with or without extension) doesn't matter at all.
For example: If I have an MP4 file "foo.mp4" and I
rename this to "foo.avi", it still remains an MP4 file! The same holds true, when I rename it to "foo.bar" or just "foo"
If you have a file and you are not sure which format it is, use a tool like
MediaInfo to find out what it is. Then you can
rename it to the "correct" file extension.
There can be data that has
no container at all. Like "raw" H.264 streams, for example. But as soon as you have audio+video in
one file, it necessarily has a container.