If you're interested in ancient blue, the book Blue: The History of a Color by Michel Pastoureau is very enjoyable. I also enjoyed his Red history book.

And I've just noticed that he went on to write histories of Yellow, Green, White, and Black which I shall pop on my festive wishlist, thank you very much!

Alexander Theroux wrote The Primary Colors and The Secondary Colors, neither actually histories, but quite amusing to read.

Great recommendation, thank you!