A WebmasterWorld thread says that Google has counted links from within Microsoft Word Documents, as links to a page.
We all know Google indexes files like Word Documents, PDFs, and many many other types of documents. We also know you can embed links within Word Documents.
This Webmaster noticed in his links report, that Google included a link from a .doc file.
So I decided to download all my links from Google Webmaster Tools and do a quick find command for ".doc" and presto, I found links from Word files.
Here is one of many examples of a Word document that is online that has a link to me.
Forum discussion at WebmasterWorld.