Pop-culture depicts Wooly Mammoths as having an orange-y tint. The reason for this is that all specimens recovered have the same color. However, it has been discovered that they actually had a wide variety of colors.
Researchers found a gene called Mc1r which controlled the coat color. The same gene is responsible for controlling hair color in other present day mammals as well. For example, low activity of the gene causes red hair in humans.
Some scientists looked at the genetic makeup of the mammoths, and their research suggests that they had similar variation in colors as humans do in their hair! They found that, just like humans, most were dark brown or black. However, there were also blond or ginger mammoths!
The reason why all Mammoths look orange or brown when they're dug out? The scientists say it's probably an artificial effect that comes from the burial, or from the pigment in their hair leaching out throughout the years.