rgfx files are cpt files containing texture resources from a given room. The contents fall into two types: pre-rendered backgrounds and NPC model textures.
These behave like Classic ~TIMs, with the exception that they lack ~CLUTs—the game engine pulls the appropriate palette from the corresponding script.cpt file. They have an 8BPP image depth.
NPC Model Textures
These are your run-of-the-mill Classic ~TIMs.