From Bulbapedia, the community-driven Pokémon encyclopedia.
The trade machine is a device in Pokémon Colosseum and Pokémon XD located underneath the Pokémon Center. It allows the player to trade Pokémon between Orre and the regions of Kanto and Hoenn.
In the anime
Trade machines have been used in multiple episodes of the anime. They are used to trade Pokémon between Trainers, and are usually located in Pokémon Centers. The first was seen aboard the S.S. Anne, in Battle Aboard the St. Anne, but many more have been seen throughout the main series. It was through this method that Jessie obtained her Wobbuffet in Tricks of the Trade. Ash and Dawn also used one to trade Pokémon in Throwing the Track Switch.