Generally metals like aluminum, magnesium, or titanium can have a hard oxide layer formed on their surfaces through chemicals or an electrical process. The oxide is either clear or light colored. The thin layers often have a bit of rainbow sheen since they have a uniform thickness that is on the order of a few wavelengths of light. They form interference patterns that interact differently with different wavelengths (colors) of light.
Often a thicker oxide is applied and is dyed using chemicals similar to clothing dyes. It is hard to remove the dyes, but you might be able to do it with some organic solvents and long soaking. You would not want to use a chemical that is too acidic or too basic since it would take off the oxide. You could do a good job of degreasing the material and add a darker die over the existing one. You might be able to turn red or blue into purple for example. You might be able to fade purple to pink. You might try a spot of bleach or hydrogen peroxide and see what happens. I would clean the surface with acetone first to make sure the bleach can get down into the surface.
On steel it is common to use blueing or parkarizing treatments that apply a dark colored oxide to the surface. You can also add a really hard plating to the surface like a chrome or a nitride.