A list of music videos in which people have unusual colored hair.
Almost ANY Visual Kei performance video. At the very least you'll have some Japanese blondes if you're in the 80s-mid 90s, and all colors of the rainbow are represented by many bands at some point or another.
hide is of special note - his hair in his solo videos and his videos for X Japan ranges from blonde to green to red-spectrum from candy-apple red to pink...
As is Imai Hisashi of Buck Tick. Probably the only competitor with hide for sheer number of hairstyles, cuts, wigs, and similar.
Supla, "Green Hair". The song qualifies more than the video (as a classic — in Portuguese — Accentuate the Negative analysis of it described: "He had already hired this stuff, and as she didn't have green hair, and wouldn't dye for this cheesy video, so she just painted a strand of it with crayon and a marker.")
In Bad Religion's "Struck a Nerve" video, there is a scene which shows some guy with, you guessed it, blue hair playing guitar while covered in some kind of tape.
Shakira in "Las de las Intuicion / Pure Intuition".
Cherry from the animated band Studio Killers has turquoise hair- at least in the "Ode To The Bouncer" video. Subsequent fanart and videos show that she likes changing the color and style a lot, although the turquoise appears to be her default.
Vocaloid: let's see - Kaito & Miku have blue and blue-green hair, Iroha Nekomura & Luka have pink, Gakupo has purple, three characters (Gumi, Ryuto, and Sonika) have green hair, Piko & Miriam have grey, and at least two versions of Leon depict him with blue or orange hair (though most give him normal blond hair). Miki also has very bright red hair. The Vocaloid3s continue this theme, with Ring having blue-white hair, Aoki having purplish-bluish-white hair, CUL having bright red hair, Yukari and Tone having purple, and Akikoloid having pink. But Mayu and Galaco definitely take the cake: Mayu's is a normal blond that turns rainbow at the end, and Galaco has brown on one side, blond on the other side, and bangs that are red, yellow, and blue.
In almost all of Marianas Trench's music videos, one can clearly see the blue streaks in lead singer Josh Ramsay's hair.
In the video for her duet with Tony Bennett of "The Lady Is a Tramp", Lady Gaga looks more normal than usual...but with blue hair.
Paramores Hayley Williams has bright red (not the natural hair color version) hair with blond highlights