Yeah, there are only a few gemstones that don't come in multiple colors (other than shades of their color), but that's because they become different stones in other colors.

* Amethyst is purple, because if it turns yellow, it's Citrine. If it's pink, it's rose quartz. If it's brown or black, it's smoky quartz. If it's any other color, it's a colorful variety of quartz.
* Emerald is always green, because if it's blue, it's Aquamarine (also only that one color, because otherwise it's another type of beryl), and if it's any other color, it's another type of beryl. (I think there's a yellow beryl with a special name, but I can't think of it right now.)
* Ruby is always red, because otherwise it's a sapphire (but there are red sapphires out there; I think they have different chemical properties than rubies, not sure.)

I'm sure there are tons more, but it's been years since I sold jewelry, so I don't remember as much as I used to.

* Diamond can be any color at all. Chocolate diamonds were popular a few years ago, as I recall. They might still be popular today, in fact.
* Opals are usually white with rainbow fire but they can be any color at all with rainbow fire. Fire opals tend to be reddish, as I recall, but again, can be any color.
* Garnets aren't always red (they can be green or brown!)
* Jade isn't always green (it can be yellow, white, purple, or black)
* Coral isn't always red or pink (it can be white, I believe) but if it's black, it's usually called jet.
* Onyx isn't always black. It can be a number of other colors.
* Sapphires aren't always blue (they can be red, yellow, green, blue, black or white, or any combination therein)
* Zircon and Topaz are any color you can imagine. Pink, yellow, blue, red, green, clear...