Oxygen isotopes were measured in four chondritic hydrated interplanetary dust particles (IDPs) and five chondritic anhydrous IDPs including two GEMS-rich particles (Glass embedded with metal and sulfides) by a combination of high precision and high lateral resolution ion microprobe techniques. All IDPs have isotopic compositions tightly clustered around that of solar system planetary materials. Hydrated IDPs have mass-fractionated oxygen isotopic compositions similar to those of CI and CM carbonaceous chondrites, consistent with hydration of initially anhydrous protosolar dust. Anhydrous IDPs have small 16O excesses and depletions similar to those of carbonaceous chondrites, the largest 16O variations being hosted by the two GEMS-rich IDPs. Coarse-grained forsteritic olivine and enstatite in anhydrous IDPs are isotopically similar to their counterparts in comet Wild 2 and in chondrules suggesting a high temperature inner solar system origin. The small variations in the 16O content of GEMS-rich IDPs suggest that most GEMS either do not preserve a record of interstellar processes or the initial interstellar dust is not 16O-rich as expected by self-shielding models, although a larger dataset is required to verify these conclusions. Together with other chemical and mineralogical indicators, O isotopes show that the parent-bodies of carbonaceous chondrites, of chondritic IDPs, of most Antarctic micrometeorites, and comet Wild 2 belong to a single family of objects of carbonaceous chondrite chemical affinity as distinct from ordinary, enstatite, K- and R-chondrites. Comparison with astronomical observations thus suggests a chemical continuum of objects including main belt and outer solar system asteroids such as C-type, P-type and D-type asteroids, Trojans and Centaurs as well as short-period comets and other Kuiper Belt Objects.