Apple - Full Screen with Microsoft's Mac OS X RDP client?

Click View menu > Full Screen at the very top of the screen. Or press Command-2.

There's also Royal TSX, which is similar to CoRD but much more powerful. It is a commercial app, but provides a shareware version that allows you to manage up to 1 document, 10 connections and 10 credentials for free.

It also offers native OS X fullscreen mode and an extended fullscreen mode that minimized the UI down to only the tab bar being visible.

Check it out at: https://www.royalapplications.com/ts/mac

Disclaimer: I'm the developer of the mentioned product.

In more recent version of Microsoft Remote Desktop for Mac, the combination is: Command-1 to switch between Window and Full Screen.

If you're trying to exit Full Screen, you can also hover your mouse at the top of the screen, it'll show up the menu as below.