The dgz file extension is associated with the Dega, an emulator of Sega Master System (MegaDrive) and Game Gear gaming consoles available for Microsoft Windows.
The dgz file stores saved state in the emulating game.
How to open:
Use Dega to open *.dgz saved state files.
How to convert:
As far as we know, this .dgz file type can't be converted to any other file format. This is usually the case of system, configuration, temporary, or data files containing data exclusive to only one software and used for its own purposes. Also some proprietary or closed file formats cannot be converted to more common file types in order to protect the intellectual property of the developer, which is for example the case of some DRM-protected multimedia files.