There is a whole pile of laws that relate to this. Any forward facing white lights can not legally blink, which means the turn signals have to be yellow or amber.

Front facing red, blue, green, purple, etc., anything besides solid white, yellow, or amber, or blinking yellow or amber is illegal.

Rear facing blue, green, purple, etc, anything besides solid red or blinking red yellow, or amber is illegal. The only exception is solid white, which can only be illuminated when the vehicle is traveling in reverse.

Side facing lights can only be yellow, amber, or red, with yellow or amber used only in the front and red used only in the rear. I don't know if blinking sidemarkers are legal, I would assume so because I think the VW ones blink.

Volunteer firefighters in most states can have a flashing or rotating red light on the top of the car when on call. I think Canadian volunteer firefighters have the same deal, just with a green light.