The Color Palette of Christmas
Historically, the primary sanctuary color of Advent is Purple. This is the color of penitence and fasting as well as the color of royalty to welcome the Advent of the King of Kings. Purple is still used in some traditions (for example Roman Catholic). The purple of Advent is also the color of suffering used during Lent and Holy Week. This points to an important connection between Jesus’ birth and death. The nativity, the Incarnation, cannot be separated from the crucifixion. Bummer, Jesus Dude. The purpose of Jesus’ coming into the world, of the "Word made flesh" and dwelling among us, is to reveal God and His grace to the world through Jesus’ life and teaching, but also through his suffering, death, and resurrection. To reflect this emphasis, originally Advent was a time of penitence and fasting, much as the Season of Lent and so shared the color of Lent. Perhaps it was a way to remind most Catholics they'd have to come back to the church in six months?
In the four weeks of Advent the third Sunday came to be a time of rejoicing that the fasting was almost over (in some traditions it is called Gaudete Sunday, from the Latin word for "rejoice"). The shift from the purple of the Season to pink or rose for the third Sunday Advent candles reflected this lessening emphasis on penitence as attention turned more to celebration of the season. Maybe they were just running low on the color mixture that made purple, and went with it?
In recent times, Advent has undergone a shift in emphasis, reflected in a change of colors used in many churches. Except in the Eastern churches, the penitential aspect of the Season has been almost totally replaced by an emphasis on hope and anticipation. Which is odd, because with the consumerist commercialism associated with modern Christmas, you'd think that it'd be a Western or American preoccupation with hope and anticipation?
In many churches the third Sunday remains the Sunday of Joy marked by pink or rose. However, most Protestant churches now use blue to distinguish the Season of Advent from Lent. Royal Blue is sometimes used as a symbol of royalty. Some churches use Bright Blue to symbolize the night sky, the anticipation of the impending announcement of the King’s coming, or to symbolize the waters of Genesis 1, the beginning of a new creation. Some churches, including some Catholic churches, use blue violet to preserve the traditional use of purple while providing a visual distinction between the purple or red violet of Lent. Well, let's just get out the Crayola box and make something up?
This does not eliminate any sense of penitence from the Season. With the focus on the Advent or Coming of Jesus, especially in anticipating His Second Advent, there remains a need for preparation for that coming. Most liturgical churches incorporate confessional prayers into the services of Advent that relate to a sense of unworthiness as we anticipate His Coming. It is appropriate even in more traditional services of worship to incorporate confessional prayers as part of the anticipation and preparation of the Season.
With the shift to blue for Advent in most non-Catholic churches, some churches retain pink among the Advent colors, but use it on the Fourth Sunday of Advent. It still remains associated with Joy, but is sometimes used as the climax of the Advent Season on the last Sunday before Christmas. Whatever I say now will be NSFW. Moving on.
But you're thinking, Cap, you're full of it Red and Green, man!? Yes, those are the colors of the secular Christmas! Although they derive from older European practices of using evergreens and holly to symbolize ongoing life and hope that Christ’s birth brings into a cold world, they are never used as liturgical colors during Advent since those colors have other uses in other parts of the church year (which we're bound to get there in this ridiculous 25 days of Advent. I should have totally limited it to 12... alas, you live by it, you die by it).