There are unpaid ortho research positions as a way to get your foot in the door, but I have not heard of a full 5 year program that is unpaid. The NRMP couldn't do anything about a program offering unpaid positions, nor could the ACGME, but the ACGME only offers some many acredited positions...they do not stipulate that they have to be paid. Technically, no resident in the country is paid, our contracts state they we are not paid for work performed, only given educational stipends.
There are residents out there in some programs ( I don't know about ortho) who are unfunded and unpaid...the feds only fund residents for 1 residency and only for the number of years that the first residency you enroll. So, if you match IM and the switch to GS, you are only funded by the feds for three total years...the program will have to fund you out of their pocket, oryou will go unfunded for the final 2 or 3 years of the GS residency.