UDF, Universal Disk Format is a file system originally intended for optical disks but has since gained support for Hard Drives. UDF is supported by Windows, Mac OS X, and Linux. Unlike FAT32, UDF has no 4gb filesize limit.Find out More Get Formatting!
You can format your DVDs and blu-ray disks as UDF.
You can format your USB flash drive as UDF. Never worry about FAT32's 4GB limit again!
You could even format your external harddrive as UDF; It's readable and writable by all three major Operating Systems.
If you're on the adventurous side, you can give this a shot.