What's the difference? There is none. Some brides/industry insiders will refer to these gift bags left for your guests at a hotel as guest room gifts and others as out-of-town (OOT) bags.
When you have guests traveling to your wedding - whether it's a destination wedding or not - brides and grooms may want to leave a bag filled with a few treats as well as information on the weekend's activities: rehearsal dinner, post-wedding brunch, weekend activities, local restaurants and amenities, etc.
If you're having a destination wedding, where everyone is traveling to your wedding, you may want to create a bag with some local fare and items that guests can use while they're there. A beach wedding: Flip-flops, sunscreen, towel. European wedding: Foreign language dictionary, local sightseeing guide.
If you're getting married in your hometown you can include some local treats - popular food known to the area. Remember food always goes over well.
Talk to the hotel where everyone is staying about dropping off the guest room gifts a day or so before your guests begin arriving so that they can receive an OOT bag when they check in or ask the hotel to have the bags placed in each guests room prior to their arrival, or delivered soon after.