Or plain HTTP POSTs with encrypted content. If it reject stuff that looks encrypted, plain HTTP POSTs encoding the binary files by taking a suitably sized file of words and encode it as nonsensical rants to a suitable user-created sub-reddit.
Or e-mails made using the same mechanism.
If you want low latency two way communication doing this can be a bit hard, but you basically have no way of stopping even a generic way of passing data this way unless you only whitelist a tiny set of trusted sites and reject all other network traffic (such as DNS lookups). And keep in mind you can't just lock down client traffic out of the network - you also would need to lock down your servers and filter things like DNS - the above mentioned DNS approach will work even through intermediary recursive resolvers (malware infected desktop => trusted corporate recursive resolver => internet), unless they filter out requests for domains they don't trust.
But basically, if you allow data out, it's almost trivial to find ways to pass data out unless the channel is extremely locked down.