The only difference between ASF files and WMV or WMA files are the file extensions and the MIME types. The MIME type for a WMV file is video/x-ms-wmv, and for WMA it is audio/x-ms-wma. The MIME type for ASF is video/x-ms-asf. The basic internal structure of the files is identical.
The change in extensions was made to make it easier for an application to identify the content of a media file. A .wma file extension designates a file containing only audio. A .wmv extension designates a file containing both video and audio.