In her reference book Encyclopedia of Hair, Victoria Sherrow explains that blonde hair in Rome was linked with prostitution at first, and obtained from slaves:
In ancient Rome, blond hair was initially considered to be a symbol of a prostitute, and these women were required to bleach their hair blond or wear blond wigs. After slave girls were acquired from Scandinavia and Germany, noblewomen began to wear more wigs made from their hair, and the stigma attached to blond hair diminished. Women also began dying their hair lighter shades using infusions made from saffron flowers. Unfortunately, some dyes and bleaches caused such severe damage to the hair that people resorted to wearing wigs. People also wore false hairpieces to augment their own hair or create special effects.
Popular anthropologist Desmond Morris describes in an amusing passage how blonde hair lost its prostitution stigma, how and why it gained in popularity, and what it represented (hint: not high morals):
Roman prostitutes were carefully organized. They were licensed, taxed, and actually required by law to wear blonde hair. The third wife of the Emperor Claudius, the wild nymphomaniac Messalina, was so excited by the idea of sudden, brutal sex with strangers that she would sneak out at night clad in a whore's wig and prowl the city. So violent was her lovemaking that it is rumoured she frequently dislodged her blonde hairpiece, returning to the royal precincts in all too recognizable condition.
Other Roman ladies of fashion were soon imitating her, and the lawmakers were impotent to stem the trend. Their blonde-wig-whoring law was ruined, but the element of wickedness and abandon by now associated with blondness was to survive down the centuries, repeatedly re-surfacing as an opposing strand in contrast to the image of fair-haired virginal innocence.
Prior to that (and probably long after as well), Romans were much more likely to use dark colored dyes, often to hide gray hair and restore their natural color. Victoria Sherrow explains again:
Hair dyes were popular in ancient Rome, and historians have found more than 100 different recipes that the Romans used for bleaching or dying hair. Early Romans preferred dark hair, and at one time, blond hair was the mark of a prostitute. Light hair became fashionable after Greek culture reached Italy and the Roman legionnaires began bringing back fair-haired slaves from Gaul. Women, and some men, applied bleaching agents to their hair and then exposed it to the sun to achieve a golden or red color. Wealthier people could afford to sprinkle actual gold dust on their hair to create a blond look, as did the ancient Phoenicians. Another way to achieve a lighter shade was to cover the hair with flower pollen and the crushed petals of yellow-colored flowers. When harsh bleaching agents caused hair loss, Roman women resorted to wigs made from the hair of blond slaves.
To color gray hair, the Romans used a mixture made from ashes, boiled walnut shells, and earthworms. Another recipe for dark hair dye combined boiled walnut shells, charred eggs, leeks, leeches, and other ingredients. They also discovered that lead-coated combs dipped in vinegar would leave a dark residue on the hair. The color deepened over time as repeated use of a comb left more lead salts on the hair.
Indeed, according to archaeologist Elizabeth Bartman, Romans also imported black hair from India, while their use of blonde hair had political significance. Unlike the Indian hair, which was acquired through trade, Germanic hair became a symbol of Rome's subjugation of barbarians:
Ample literary sources document women's (as well as men's) use of wigs and hairpieces, and the extensive vocabulary they employ suggests a wide range of options. Capillamentum, corymbium, galerum and τρίχωμα are favorite, but by no means the only, terms attested. Most wigs in antiquity were made of human hair and fashioned with a level of beauty and craftsmanship largely unobtainable today. (In modern times synthetic hair has replaced natural human hair in all but the most expensive wigs.) Although no Roman wigs have survived, evidence from pharaonic Egypt attests to the high quality of ancient hairpieces. The blond hair of Germans and jet black of Indians was preferred for artificial attachments, but it is unclear whether their desirability stemmed from their color or texture. While black Indian hair, documented in a late source, was no doubt obtained through trade, the blond hair of Germans was one of the spoils of war, at least in the early Imperial period. Both Ovid and Martial refer to "captured" hair (captivos crines), making an explicit link between the commodification of hair and Roman power.
Bartman also stresses the artificiality and extravagance of popular hairstyles, which would often combine light and dark shades. This indicates an ornamental function rather than an attempt to look like a natural Northern European blonde — something that would have been looked down on:
Notwithstanding its implications of Roman conquest, a blond braid interwoven into the dark tresses of a Mediterranean crown presumably announced the fictive nature of the coiffure rather emphatically. This unabashed flaunting of artificial locks contrasts with the generally negative image of wig wearing conveyed by many of the literary sources.
...Roman female coiffures bespeak human intervention. When looking at sculptural rendering today, we frame our discussion of cultus largely in terms of the shape and construction of Roman coiffures, but we should recall that artificial color provided by dye, bleach, or powder, and the sheen acquired by gel or pomade, also advertised the hairdressers' effort. By contrast, we today favor the so-called natural look in female hairdressing; whether styled in an Afro or Princess Diana bob, contemporary women's hair professes to be close to its natural state. [...] To the ancients, however, "natural" was a term of opprobrium, suggesting a lack of civilization and social control — a state close to beasts and barbarians. So Paola Virgili and others have appropriately linked the notion of cultus, implying refinement and civilization, to the elaborate coiffures of imperial Roman women.