.fd = Font definition; used in generating the output
.bst = BiBTeX Style File (e.g., a certain journal's preferred Bibliography layout settings); used by BibTeX when generating the bibliography
.aux = LaTeX auxiliary file; created when LaTeX is run, these contain information LaTeX records which is then either used by BibTeX or LaTeX itself on later runs (e.g., about cross-references), and can contain other things as well; this is created by running latex but also used the next time latex is run. It can be deleted, but then you may need to run multiple times in the future to regenerate it.
.bbl = Bibliography; this is what is outputted by BibTeX for insertion into LaTeX the next time LaTeX is run
.blg = Bibliography (BiBTeX) log -- just like
.log but for BibTeX; generated by BibTeX and can be safely deleted if don't need to check it for errors
.brf = BackReference file for the backref package, I think. I'm not very familiar with these, but I suspect they're created by latex when a file using that package is compiled.
.cls = Documentclass (like article, or report - if you have them cluttering up your folders, you must use a lot of custom classes for individual journals or universities, etc.) This is obviously used to generate the output.
.dtx = Documented source file; can be used to generate a latex package or other file along with its associated documentation.
.blg can be safely deleted. Probably .bbl too if you don't mind rerunning BibTeX and have access to the
.bib files needed. The rest shouldn't be deleted but maybe moved somewhere more appropriate. In particular
.dtx are better taking up space on a (personal) TeX tree, not in the folder of the document you're working on.