My sister discovered brown cotton in Louisiana on a historical plantation when we were on vacation there some years ago, and she's been growing a few plants and sharing the cotton and seeds ever since. We've got some really big cotton plants in a front bed now (and baskets full of cotton around the house); and this year she discovered that there's green cotton and bought some seeds and is going to grow them. While researching colored cotton she discovered that there are even more colors--and had been centuries ago. Check out this link for historical background: The Revival of Colored Cotton, James M. Vreeland, Jr.
And here's a website for getting colored cotton seeds: Cotton - Reimer Seeds