An example of a "Game Of The Year Edition" game, Fallout 3, which includes all the DLC.

Downloadable Content is an extension of games you already have, it can include things like; new levels, new maps, new character, costumes etc. DLC (Downloadable Content) is available to buy from the Xbox Live Marketplace or some games sell DLC in disc form. Also, some special collectors editions of games include DLC with the game disc.