Well, I noticed
DOLCE's turntable has a colour changing feature (phases through a cycle of colours,) but I really don't know what those setups are called.
I'd imagine there'd be a simple circuit, controlling a set of Red, Green, and Blue LEDs, phasing through a cycle, mixing together to create different colours. I can't imagine this being easy for each individual key though, as there isn't really much room around or inside each key to work with.
Or... there might be special LEDs available, that change colour depending on what voltage is passing through them. :p
I'll do some research and get back to this thread.
EDIT: I found out that they're called "RGB LEDs" as seen
here, and it seems they need a simple programmed IC to control. The easiest option would be to rip out the circuit from another device, such as an air freshener (
shown here).