A simple change of lighting will change the color of the fog. This is especially helpful for theatrical purposes where you have spotlights on the stage. If this is not for theatrical purposes, you can change the color of the lighting in a few lamps wherever you're using the fog machine. Choose the color of light bulb based on the color that you want the fog to be. Keep in mind that red light bulbs will turn the fog more of a pinkish color than dark red. Simply direct a spotlight or lamp to shine in the fog's line of travel.
Colored plastic wrap can be used to change the color of a light and shine color on your fog. Take several large sheets of colored plastic wrap and tape them over your spotlight or wrap them around lamp shades. Don't wrap the plastic wrap too close to the light bulbs or the heat from the bulbs will melt the plastic.
Use colored flash lights or standard flash lights with colored plastic wrap taped or rubber-banded over the radiant ends. Shine multiple colored flash lights into the fog for a rainbow effect. Give attendees colored flash lights to shine through the fog.
Never add food coloring, dyes, paint or any other "homemade" colorant to your fog machine or dry ice machine as this may ruin the machine. If you want the fog or smoke itself to emerge from the machine colored, you will need to purchase colorant chemicals approved specifically for your machine.