In most countries, headlights are limited to just two colours - yellow or white. Of course, this covers a variety of tones. Most headlights bulbs fall somewhere along a spectrum that goes from yellow, to white, to blue. The colour temperature of a bulb tells you where on the spectrum the light will fall - bulbs with a lower Kelvin rating are more yellow, and those with a higher number are bluer. Typically, halogen headlight bulbs are more yellow, and xenon HID bulbs are closer to blue on the spectrum.
United Kingdom
In the UK, the law strictly limits the colour of headlights. The bulbs must either be white or yellow. That means bulbs that produce a blue light are not approved for road use. Halogen bulbs with a colour temperature over 4200K are not road legal. This is because the blue colour of the lights can confuse other drivers, who might think the blue lights belong to an emergency services vehicle.
However, xenon HID bulbs that appear bluer are still legal within certain limits. Some xenon HIDs with colour temperatures of up to 6000K are considered road legal.
You can use blue bulbs for off-road use. Other colours, such as green or purple, may be available blut are practically guaranteed to get you pulled over.
European Union
If you're hoping to take a trip to Europe, expect to follow the same headlight rules you would anywhere else. Generally speaking, headlights in the EU must be yellow or white. HID lights that appear blue are allowed up to a certain point.
Previously, vehicles in Europe were required to have yellow headlights. There remains a common misconception that headlights in France can only be yellow, not white. While this was true for decades, the law changed to allow white headlights in 1993.
Today, new vehicles in the European Union must have white headlights. Yellow headlights are permitted on older vehicles already equipped with them.
United States
Figuring out the laws regarding headlights in the United States can be tricky. Laws about vehicle safety are under the control of the states, not the federal government. This means there are 50 different sets of rules about headlights and acceptable colours.
Luckily, most states follow the same general guidelines as the UK or EU. Headlights can be yellow or white, with some bluer xenon HID bulbs allowed, too. Drivers should be careful that their headlights are not too blue, as this law is more strictly enforced in some localities.
Headlights for off-road use are available in a wide variety of colours. Drivers can purchase coloured bulbs or headlight tints in just about any colour. However, these are not road legal.
Australia
Just as in the UK, EU or US, Australian headlight laws are simple and limit drivers to either yellow or white headlights. Xenon HIDs can have a slightly blue colour, but Australian law forbids completely blue headlights.
Again, it's possible to purchase headlight bulbs in different colours, as well as tints that will change the colour of your headlights. Drivers who install these modifications for street use are likely to end uo paying a fine.
Shop styling bulbs here.