The color of yellow snow is caused by a variety of things. For example, snow can turn yellow if it is exposed to pigments from fallen leaves, pollen, dust, sand, air pollution, or even urine.
A common winter joke is that snow in its purest form is white, and that it becomes yellow from contact with liquids like urine. This is the implication in the classic Frank Zappa song, "Don't Eat the Yellow Snow."
One of the most harmless causes of yellow snow is pollen. This can occur in spring snows when flowering trees are still in bloom.
Another reason for yellow snow is a chemical called phosphorus. Often found in air pollution, this substance can give snow a yellow hue as it moves up the atmosphere to the poles.
The red, orange, and rusty colors in snow are typically caused by algae or cyanobacteria. Algae can be particularly abundant in polar regions, where they are commonly found along the coastlines of Alaska and Siberia.
Red, orange, and rusty snow can also be caused by airborne particles of sand and dust. Sometimes these are from deserts or plains far away from where the snow is falling.
There is also a real phenomenon of blue snow, and it's the result of ice crystals enlarging during compression. This phenomenon isn't as rare as people might think. It can happen during snowfall on a glacier, for example.