Over many centuries the church has used coloured fabrics to mark the changing of the liturgical seasons of the year. Various systems have been used, either using colours of fabric, or qualities (i.e. reserving best or newest vestments to greater feasts, regardless of colour).
Colour systems varied dramatically from place to place over the centuries, particularly in the uses of Northern European cathedrals. In England, for example, the Uses of Bangor, Hereford, Sarum, York and others all had their own colour systems: we know this from surviving inventories of vestments prior to the reformation. Little of primary documentary evidence survives as to how these colour systems were used day to day, and as a consequence these systems were subject to conjecture and plain invention in the 19th and 20th centuries, by those seeking to recreate the liturgies of the past.
Following the Council of Trent and the use of the Missale Romanum being extended to most of the Catholic Church in the 1570s, the colour system of the Roman Curia was almost universally adopted in Catholic countries, with one or two local variations (such as the use of blue for feasts of Our Lady in Spanish territories).
This system was adopted by the Church of England (and by extension the rest of the Anglican Communion) gradually, becoming almost universal by the advent of the Alternative Service Book in 1980. Again, there were variations, particularly the mention of Lenten Array as a second option to purple during Lent.
Gold
The most festal colour, generally reserved to Christmas, Easter, patronal festivals, and other major solemnities.
White
Used for feasts of Our Lord, Our Lady, and saints who are not martyrs. It is also used for the seasons following Christmas and Easter, and in the celebration of the sacraments of baptism, confirmation, Holy Communion, marriage, and holy orders. It is also used for certain funerals. White may be used in place of any other liturgical colour.
Red
Used for Pentecost, and for the feasts of martyrs and for the sacrament of confirmation, also for Palm Sunday and Good Friday. With the promulgation of Common Worship in the Church of England at the turn of the century, its use was also extended, as an option, to the final Sundays of the year: the “Kingdom” season.
Green
Green is used for any ferial day, that is a day on which no feast of a saint occurs. It is also used for the Sundays of the year, after Christmastide and after the feast of the Holy Trinity.
Blue
There are two uses for blue; either in place of purple for Advent (the two colours have a common origin), or for feasts of Our Lady in place of white. It is quite common to use blue as orphreys on vestments for Marian feasts. These two blues have different origins. The former is really a very deep purple, whereas a Marian blue is an azure shade: the hardest shade to dye before the industrial revolution.
Lenten Array
A uniquely northern European colour, used, as its name suggests, for the season of Lent. It existed in some French liturgical Uses, such as the Use of Lyon; it was also common throughout England. It is the colour of unbleached linen (or of ash). This colour was used not only for vestments, but also for veiling images and crosses throughout Lent.
Rose
Used twice a year, it reflects the relaxation of the rigours of Lent and Advent at the midway point in the season: the purple becomes a lighter shade, which is known as rose. This is supposedly a rose red, rather than rose pink. This is used to best effect in the context of southern European purples, which are of a reddish nature, rather than a blue purple, more common in the north of the continent.
Purple
Used during the penitential seasons of Advent and Lent, for some funerals, for the sacrament of reconciliation (confession), as well as for anointing the sick (last rites). After white, it is the most used liturgical colour.
Black
The colour of mourning. Used from some funerals, and for Good Friday in some places.