Well; we all know that gingers have no souls, so I suppose that that could count. But it goes much deeper than hair color.
If you are talking about natural hair color I don't think there is much to the concept, outside of gingers of course.
If you are talking about altered hair color then yes because they change the color to match what they perceive that color to signify.
Interesting study I read; Men say that blonds are prettier, the same group say that brunettes, even more so black, are sexier and better lovers.
I don't remember where I read the study it was some time ago.