Of what you would call the "major" colors: orange, purple, pink, brown and grey are not Pokemon games. I'm not going to answer any more that haven't been in a Pokemon title since we can go on and on with subdivisions like cerulean, maroon, brown, violet, indigo, cream xD
However the ones which have been in Pokemon games are:
Pokemon Red, Blue, Green and Yellow (and their remakes FireRed, Leafgreen)
Pokemon Gold and Silver (as well as their remakes HeartGold, SoulSilver)
Pokemon Black and White (and obviously Black 2/White 2)