Note: As of Unity 2019.3, Unity no longer provides built-in support for Cinema4D files. It is not recommended to use native file formats directly in production.
Warning: It is recommended that you export to FBX instead of directly saving your application files in the Project. This can take a while, but subsequent imports are very quick. The first time you import a proprietary file into Unity, the 3D modeling software has to launch in a command-line process. Unity then communicates with that proprietary software to convert the native file into a format Unity can read. When Unity imports a proprietary file, it launches the 3D modeling software in the background.
For more information about limitations with these file formats, see SketchUp Settings and SpeedTree. However, there are two file formats that do not use FBX as an intermediary: SketchUp and SpeedTree. Note: This section describes limitations with proprietary file formats that use FBX conversion.