I am using OllyDbg 1.10. When I try to put breakpoint on NtCreateFile or NtOpenFile, it says unknown identifier. Also, I do not see these functions in the export list. Can someone help how can i debug into these functions?

NtCreateFile is part of ntdll.dll. The app most likely dynamically links to it via LoadLibrary/GetProcAddress.

It's because NtCreateFile and NtOpenFile are exported as ZwCreateFile and ZwOpenFile, respectively.

Really? I thought they were both exported, but ZwCreateFile, etc was only callable from kernel mode drivers, whilst NtCreateFile can be called by userland apps, and does more security checking.

They're both in the Export Address Table, but since they both point to the same function address in code, OllyDbg will only show one of them: ZwCreateFile