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A GW letter is a letter sent to a paid OC or CA or a current OC (like a CC, loan, etc.) asking them for a favor to fix this or that.
http://ficoforums.myfico.com/fico/board/message?board.id=generalcredit&thread.id=6834
The above link has a thread in it called "Goodwill Primer" and has some examples of GW letters.