They're often the product of zipping a file then splitting it through a program.
7zip and WinRAR are able to do that: When selecting a file or files to compress, you can choose the size of every partition of the file. Should the final compressed file exceed the input, the program will split into multiple parts of the same size - except for the last one, which will often be below that.
Put all split pieces belonging to the same file in the same spot then try opening/decompressing one file. The program will look for every file in the series and complain if something's missing.