Leaves are food-making factories that change colors because the green chlorophyll begins to disappear during the Fall. During the winter the trees are at rest and live off of the food that they have stored up during the summer.
Some of the colors seen in leaves such as orange and yellow had been there all along, we just can not normally see them because they are covered up by the chlorophyll. Other colors, such as the reds and purples are made in the Fall when glucose is trapped in the leaves after photosynthesis stops. The sunlight and cool nights cause the glucose to change colors. The brown color in trees, such as oaks, are made from waste left in the leaves. All of these processes combine to create the lovely Autumn colors.
Autumn is one of my favorite times of year because of sights like these. Happy first day of Fall!