Black. To express the privation of light and joy, the midnight gloom of sorrow for the loss sustained. The colour of mourning in Europe. It was also the colour of mourning in ancient Greece and in the Roman Empire.
Black and white striped. To express sorrow and hope. The mourning of the South-Sea Islanders. Greyish brown. The colour of the earth, to which the dead return. The colour of mourning in Ethiopia. Pale brown. The colour of withered leaves. The mourning of Persia.
Sky-blue. To express the assured hope that the deceased has gone to heaven. The colour of mourning in Syria, Cappadocia, and Armenia.
Deep blue, in Bokhara, is the colour of mourning (Hanway). The Romans in the Republic wore dark blue for mourning.
Purple and violet. To express royalty, “kings and priests to God.” The colour of mourning for cardinals and the kings of France. The colour of mourning in Turkey is violet.
White. Emblem of “white-handed hope.” The colour of mourning in China. Henry VIII. wore white for Anne Boleyn. The ladies of ancient Rome and Sparta wore white for mourning. It was the colour of mourning in Spain till 1498. In England it is still customary in some of the provinces to wear white silk hat-bands and white gloves for the unmarried.
Yellow. The sear and yellow leaf. The colour of mourning in Egypt and in Burmah, where also it is the colour of the monastic order. In Brittany, widows' caps among the paysannes are yellow. Anne Boleyu wore yellow mourning for Catherine of Aragon. Some say yellow is in token of exaltation.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894