These are add on features that posts can have. I am assuming they are described as Formats is because, for some they do require additional media handling.
The set for Formats available is:
Post Formats are enabled at the Theme level by including ‘add_theme_support()’ in the functions.php file, eg
add_theme_support( 'post-formats', array( 'aside', 'gallery', 'quote', 'image', 'video') );
I am struggling to understand why a Theme would limit the set of Post Formats available. Even if you you want a Theme that does not allow audio, or have need of a chat facility, is there really any benefit in omiting these features?