(1) White. Emblem of purity, worn on all feasts, saints' days, and sacramental occasions.
(2) Red. The colour of blood and of fire, worn on the days of martyrs, and on Whit-Sunday, when the Holy Ghost came down like tongues of fire.
(3) Green. Worn only on days which are neither feasts nor fasts.
(4) Purple. The colour of mourning, worn on Advent Sundays, in Lent, and on Ember days.
(5) Black. Worn on Good Friday, and when masses are said for the dead.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
More on Clerical Vestments from Infoplease: