Often marketed as "painted tetras", "painted skirt tetras", or "painted glass tetras" it's a literal name - color has been injected into the fish (which is not a tetra, by the way).
The following sites provide information on this phenomenon better than I can, including details on other ways fishes' colors are altered:
- Painting Live Tropical Fish, at FirstTankGuide.net
- Painted Fish - Animal Cruelty, at Nippyfish
- Dyed Fish Campaign at Practical Fish Keeping, a UK tropical fish magazine
- Painted Glass Fish and Other Questionable Practices, at Badman's Tropical Fish
- Death by Dyeing, at About.com
- Painted Fish at Aquatic Community