A list of visual novels in which characters have unusual colored hair.
Two cases in Shikkoku No Sharnoth, though one is a subversion. Viola dyes her hair the purplish shade that it is, but Claudia's hair appears to be naturally green. However, she's an extremely minor character and may be dying it as well.
Somewhat averted in Katawa Shoujo, where most characters have perfectly ordinary brown, blonde or red hair, and Misha's bright pink is immediately noticed as unusual and later revealed to be dyed. However, the hair color spectrum is still a bit too wide for a Japanese school, and some of the darker-haired characters have natural blue or purple highlights.
The school nurse, on the other hand, has light indigo hair.
Miou and Miku in A Profile have blue and purple hair respectively. However, since Miku's hair is referred to as black, it's likely that both of their hair colors are not what we see.
The dragon's hair in Dra Koi is bright pink and the protagonist has white hair.
Higurashi no Naku Koro ni: Hinamizawa seems to run off this, with each family having a weird hair colour; the Sonozaki women (Mion, Shion, Akane) have mint-green hair, the Furude women (Rika and her mother) have various shades of blue; Rika's mother has a darker shade, closer to black; Hanyuu, Rika's ancient relative, has lilac hair, Rena has orange-brown hair (which could be auburn, or ginger, but either way is unusual considering the game is set in Japan), and all of the Houjou family (including extended family) are blondes (a real-life hair colour, but like Rena's, it's still unusual given the setting).
Rina has bubblegum pink hair, Irie has Rena's colour, Takano has Satoko's, and Chie-sensei has a shade that's even bluer than Rika's.
In Hatoful Boyfriend the majority of characters are birds, but they have noncanon moe anthromorphizations who sometimes have unusual hair colors. In Ryouta's and Anghel's cases, blue and teal respectively, it's probably a more high-contrast version of their actual plumage, which is sort of blue-gray. Nageki's green hair may be a reference to the blue-green ring around his eyes. But two white doves are shown as humans with pale blue hair.