A GMO, or Genetically Modified Organism, is an organism whose genetic material has been altered using genetic engineering techniques. That is not even close to selective breeding. Selective breeding is like two people with two different sets of genes, say, Barbie and Ken, being paired up by a matchmaker who thinks they’ll have pretty, healthy kids together. Genetic modification is when Larry Frankenstein slices up the ‘superior’ body parts out of fifteen different corpses and then sews them together to create his powerful, yet frighteningly unpredictable corn cob.
The orange carrot is a mutation, but a mutation is not the same thing as a GMO. Mutations happen naturally, modifications are engineered on purpose. Eastern carrots are purple, because they contain large amounts of anthocyanin, the same stuff that makes blueberries, eggplant, red cabbage, grapes and blackberries their dark blueish color. The outside of a purple carrot is purple, the inside is still orange. The dark anthocyanin coating makes for an excellent protection against harmful UV radiation. Western carrots are orange because they contain large amounts of beta carotene, which is found in abundance of orange and yellow fruits and vegetables like sweet potatoes, mangoes, apricots, and in green leafy vegetables like turnip greens and broccoli. There are also red carrots, which contain Lycopene, the stuff of red tomatoes. There are yellow carrots, which contain lots of lutein, which can reduce or reverse macular degeneration. And there are white carrots, the number one carrot on the Billboard Top 100 during the Middle Ages, and should not be confused with parsnips, which are white and look just like carrots.
GMO dogs? No. In 2009 the world's first genetically modified dog, Ruppy, a cloned beagle, was genetically modified specifically to produce a fluorescent protein that glowed red upon excitation with ultraviolet light. It was done to study the effect of estrogen on fertility.