A list of tabletop games in which characters have unusually colored hair.
In Dungeons & Dragons, the moon elves of Faerun commonly have white, silver, or bright blue hair and blue-tinted skin, while the gold elves (also called sun elves) may have metallic golden hair and golden eyes. Not to mention the bizarre hair, eye, and skin colors of half-dragons and dragonblooded characters, who are descended from dragons Color-Coded for Your Convenience (red, green, blue, black, white), or of various planar nonhuman races like the Genasi, who are the offspring of elementals and humanoids.
In the GURPSDiscworld scenario "A Little Job For The Patrician", published in Pyramid Magazine, the heavily anime-based villain insists his trolls all grow different coloured moss on their heads, so he can tell them apart, and his Igor has implanted blue hair, just because.
In the heavily anime-influenced RPG Mekton, Mike Pondsmith's infamous Lifepath character generation system includes a table for hair color, which includes both more staid, real-life hair colors as well as anime hair colors such as green, purple, pink and, yes, blue.
This is fairly common in Exalted. People from the West often have blue, green, or purple hair, people in the East have green hair, Southerners have red hair (not red hair as in what our world calls orange hair, RED hair)...and that's not even going into the colors people get when they're exposed to magic. Wyld mutations can theoretically leave someone with hair any color of the rainbow (or, for that matter, with rainbow hair), Abyssal Exalted are often White Haired Pretty Boys (or Girls)...the list goes on.
Gnomes in Pathfinder are close kin to fey and often have brightly-colored hair as a result.
While oddly colored hair isn't uncommon in Shadowrun, it's rarely natural. Victims of SURGE, however, can take oddly colored hair as a negative meta-genetic trait. You can even have hair that changes color to match your mood.
Due to the randomization nature of character generation in Maid RPG, while your characters can have brown, blonde, or black hair, you can also have gold, metallic, rainbow, and even transparent hair.
Magic: The Gathering's Reckless Waif has pink hair. In this case, the unusual hair color is a visual shorthand to make it clear that the pink-haired human girl on the front face is the same creature as the pink-furred werewolf on the other side.