Punalu'u Beach

Located in Hawaii. The beach has black sand made of basalt and created by the lava slowing into the ocean, which explodes as it reaches the ocean and cools.
Source: wikipedia

Papakolea Beach

Located in Hawaii this beach is also known as the green sand beach. There are only two green sand beaches in the world. The source of the green coloration of the beach sands is due to the olivine crystals which are winnowed from the
eroding headland by the action of the sea.
Source: wikipedia

Harbour Island, Bahamas

Located in Bahamas this beach is famous for its pink sand beaches,

which are found all along the east side of the island. The sand is a composition of bits of broken coral, shells, minute rock and calcium carbonate from tiny marine invertebrates. The pink colour comes from tiny microscopic shelled animals called known as foraminifera.
Sourced:http://www.harbourislandguide.com

Siesta Beach

is located in Florida. It is home to the worlds finest and whitest sand in the world

Siesta Beach is composed of 99% pure quartz that started in the Appalachians, flowed down rivers, eventually to be deposited on the shores of the key. This dazzling white sand is so fine in texture that it runs though fingers like powdered sugar, and because it is nearly pure quartz it stays cool no matter how hot the temperature gets.

Sourced: http://beaches.uptake.com/blog/rainbow-beaches-colored-sand.html#ixzz2IM6eEBJ7

Gozo - Dunes of Ramla il-Hamra beach

The amazing, rare orange sands in the dunes of Ramla il-Hamra beach in Gozo derive from volcanic deposits in the ocean floor of the Mediterranean. Source: wikipedia
Ramla Bay is an orange sand beach located in the island of Gozo, Malta. It is a very interesting area, with a soft reddish sand and many ancient Roman objects. Source:http://www.tourismontheedge.com/best-of/seven-of-the-worlds-most-beautiful-colorful-sand-beaches.html

Red Sand Beach

Kaihalulu is located in Maui, Hawaii and is a pocked beach, partially isolated from the ocean. Because this area is rich in iron, the sand has a red-black colour which makes a great contrast with the water.
Source: http://www.tourismontheedge.com/best-of/seven-of-the-worlds-most-beautiful-colorful-sand-beaches.html

Pfeiffer Big Sur State Park

located in California, USA and is said to be hard to find, but worth the while. Its sands have a violet colour, which makes the beach a very attractive tourist destination.
Source: http://www.tourismontheedge.com/best-of/seven-of-the-worlds-most-beautiful-colorful-sand-beaches.html

Glass Beach Fort Bragg California

Glass Beach is in Fort Bragg, California. The dumping of garbage like glass, appliances etc into coastline led to the accumulation of glass on that area. The broken glass is turned into small pebble like structures by the force of water and appears beautiful after mixing with sand.

Source: http://trifter.com/caribbean-latin-america/seven-of-the-worlds-most-attractive-and-colorful-beaches/#ixzz2IkSSoA5M