The only way that colours can really change is in a process called Doppler shift where light that is emitted from a moving source is either seen to be a bit more blue or a bit more red, depending on whether it is moving toward or away from you. It also happens when light travels long distances over space. Space is constantly expanding so the light gets stretched and will look a bit redder. If you see light dramatically changing colour then it is probably the old light being absorbed and new light being emitted, so it hasn’t really changed colour. Rather the old light was destroyed and new light was formed. What sort of change were you thinking of?
Chameleons can change their colour because they have cells in their skin that have three different coloured pigments in different layers. They can control the layers that the pigments are in (and hence change colour) using their brains 😮 Sneaky chameleons.