Multiboot (see Motivation in The Multiboot Specification) is the native format supported by GRUB. For the sake of convenience, there is also support for Linux, FreeBSD, NetBSD and OpenBSD. If you want to boot other operating systems, you will have to chain-load them (see Chain-loading).
FIXME: this section is incomplete.
However, DOS and Windows have some deficiencies, so you might have to use more complicated instructions. See DOS/Windows, for more information.