Generate random UUID

Pyth, 20 bytes

j\-msm.HO16*4hdj83 3

Demonstration.

Encodes [1, 0, 0, 0, 2] as 83 in base 3, then adds one and multiplies by four to get the length of each segment. Then makes hex digits and joins on hyphens.

CJam, 26 25 bytes

8 4__C]{{Gmr"%x"e%}*'-}/;

Try it online in the CJam interpreter.

How it works

8 4__C]{              }/   For each I in [8 4 4 4 12]:
        {         }*         Do I times:
         Gmr                   Pseudo-randomly select an integer between 0 and 15.
            "%x"e%             Apply hexadecimal string formatting.
                    '-       Push a hyphen-minus.
                        ;  Discard the last hyphen-minus.

Julia, 80 bytes

h=hex(rand(Uint128),32)
print(h[1:8]"-"h[9:12]"-"h[13:16]"-"h[17:20]"-"h[21:32])

Generate a random 128-bit integer, get its hexidecimal representation as a string padded to 32 digits, and divide that into segments joined with dashes.

Thanks to ConfusedMr_C and kvill for their help!