MailDir message naming conventions are defined so that message names are unique across shared filesystems, which means you don't get the normal set of file locking issues using most other formats. Some message flags and, depending on software, other MetaData, is encoded into the filename as well, to avoid the need to open every file all the time.
MailDir variants are used by Cyrus and courier [IMAP] daemons. Other [MTA]s have MailDir support, such as [Exim] and [Postfix]. The procmail(1) [MDA] also supports it, as do many MailClient~s such as [Mutt] and [Evolution].
References (with detailed info)