One movie that came to mind when thinking of interesting color use was Moulin Rouge (I mean it has the French word for red after all). The movie takes place in a radically changing France at the turn of the 20th century. The story revolves around a tale of star-crossed love between two characters from different walks of life. The director, Baz Luhrmann, uses explosions of color on the set and on the characters to exemplify the crazy bohemian lifestyle of Paris' underground.
As the story progresses, the color represents the relationship between our main characters. The initial coloring before the audience experiences the Moulin Rouge is rather drab. Later, the colors are vibrant with lots of use of saturated red when the characters are falling in love. Conversely when the characters split apart the scene changes to an achromatic setting with lots of grays. In the end, though, the characters realize their love and the scene gradually becomes full of color and vibrancy with a background that resembles a valentine. This use of color is one way of telling the audience what emotions the characters are feeling and what emotions the audience should be feeling as well.
The photo I chose is from a scene when the two characters fall out of love. Ewan McGregor sits on the bed feeling betrayed and alone. The director displays his melancholy by utilizing subtractive color mixing with a blue gel in front of the key light. The diffusion of light surrounds McGregor in sorrow and loss, along with the darkness that surrounds him, symbolizing depression. Without the coloring and use of black as darkness, I don't believe the scene would have been as effective in portraying the loneliness of the main character.