Leaves are a part of plants. Plants are made of plant cells. Unlike animal cells, plant cells contain cell walls. Within these cell walls is a pigment called chlorophyll. It is this chlorophyll that give the plant its green color. Chlorophyll also allows the plant to capture the sunlight energy in order to undergo photosynthesis to make good (in the form of a sugar called glucose). The leaves also house other accessory pigments, such as yellow xanthophylls and orange carotenoids.
In the fall, plants break down the chlorophyll and nutrients within the leaves. These nutrients are moved to the roots where they are saved for spring. Once the dominating chlorophyll is broken down the other pigments, that have been there all along, are able to show their true colors!