I know that it includes the regular Red Dead Redemption game & the Undead Nightmare DLC, but are all of the other DLC's included also? Is everything included on the disc or do they just include a DLC code so you can download the additional parts?
According to an official post from Rockstar:
The additional DLC to which they are referring include:
The game comes in a two-disc set, with disc one containing the main storyline and Undead Nightmare, as well as the DLC; the second disc contains the game's multiplayer.
For a more comprehensive list of the GOTY offerings, another Rockstar post goes into further detail:
Given the comments on that post, I believe it is safe to say the DLC is included on the disc, rather than individual download codes.