It is used frequently on streaming video servers where multiple ASF files are to be played in succession. Both RTSP and MMS streaming protocols are supported, as well as HTTP.
ASX files have MIME type video/x-ms-asf (as do ASF files).
With the introduction of the WMA and WMV container formats in late 1990s, WAX and WVX extensions have also been introduced by Microsoft respectively.
ASX can be used to print playlists done with Windows Media Player. To print a playlist, there are two main steps for those people that are familiar with Windows command lines and XSLT:
Install an XSLT processor
Export the playlist from the Windows Media Player with: Menu File -> Save current playlist