At my old job, the developers would use xp_cmdshell but I never cared for or looked at it until now … it is pretty damn useful:
declare @sourceDir varchar(500), @archiveDir(500)
exec xp_cmdshell = 'move /Y ' + @sourceDir + '\*.dat ' + @archiveDir
And you can do many things with the output, parse it for certain files, dump it into a table, cursor the table, do some historical data gathering, etc …