A list of literature with characters who have unusually colored hair.
In Fire, the spin-off of Graceling, both Fire and her father Cansrel exemplify this trope. Fire's hair is bright red with streaks of pink, yellow, and orange. Cansrel's is blue.
In the fantasy novel Drink Down the Moon by Charles De Lint, one of the faerie women living among humans who is posing as a young punk musician has natural pink hair. Anyone who sees her (anyone who sees her and due to her glamour is led to think she is human, that is) assumes it's dyed.
The novel Super Folks, one of the earliest deconstructions of the super hero genre, has a Super ManExpy named Indigo as its main character. Since comic books always shaded Superman's black hair with blue highlights, Indigo actually does have blue hair. Thankfully, none of his Secret Identity's friends ever seem to notice.
The Twelve Kingdoms novels. The starting setting is a plausible, normal Japan, where people have the Japanese hair colors and such. Then, the main character, Youko Nakajima, has almost red hair and it's completely natural (although people accuse her of dyeing it red to bring attention to herself). Then, a platinum blond (almost white-haired) Japanese looking guy appears from nowhere and wants to take Youko to his world (making people assume he's a gangster and she's secretly his girlfriend). When she finally goes to this world, between all the suffering, she sees Japanese-looking people of all skintones and hair colors. All the colors in a rainbow. The anime shows it with beautiful detail, but not as impressively as it is the novel description. But taking in consideration that they are sorta likealiens...
In "God Bless The Rockstars", the main character, Zack, eventually comes to believe his wife Georgia's hair is actually pink, as he's never seen it any other colour. It turns out that her hair is naturally a reddy brown colour, like her true father's.
An actual, legally enforced law in Crest of the Stars. The Abh were created by genetic engineering and were all given blue hair as part of the process and they kept that when they became independent. The anime shows it as a fairly uniform colour with only a handful of exceptions, but the novels describe it as running gamut from very pale blues and blue-greens to dark blues and purples.
Many versions of the "Bluebeard" story take the notorious lady-killer's name literally.
Lampshaded in Zenna Henderson's science fiction short story Crowning Glory, in which everyone except the heroine, Anna Mary, has extremely short hair dyed bright colors such as pink or blue. It turns out that untreated hair, such as Anna Mary has, is something aliens require, and, in return, they're willing to give the Earth medicine that eliminates many degenerative diseases.
In Doctor Who and the Doomsday Weapon, Malcolm Hulke's novelisation of the Doctor Who serial "Colony in Space", it's mentioned in passing that a young woman had dyed her hair "dull blue, as was the fashion that month".
In The Dresden Files, Maeve, Lady of the Winter Court, has hair that is styled into dreadlocks, and each lock is dyed a different shade of cold green, purple, or blue.
The main characters in Caitlin R. Kiernan's novel Silk have unusual hair. Robin has green hair. Spyder has white dreads, and the other main character has cherry-red hair.
Animorphs All the Andalites have blue fur over most of their bodies. Justified in that they're aliens.
Used to great effect highlighting how alien America is to the young heroine of In the Year of the Boar and Jackie Robinson, who sees the principal of her new school has blue hair(Justified as this takes place in the later 1940s, when this wasn't unknown), and merely thinks, "Hair came in all colors in America."
In A Rising Thunder Madeleine Richter has dark blue hair - not dyed or artifically colored, but the legacy of a genetic slave grandparent who’d been designed that way by special order.
Stephen in the Wayside School books is described as having green hair. The third book reveals that this is due to excessive chlorine in the local pool.