If you mean the odd colours like rainbows then that's caused by varying degrees of oxidation, in some metals of anodizes them, titanium is a good example of this, under normal conditions its goldish, run a blowtorch over it and the oxide layer thickens reflecting a different wavelength of light, blue is common for example. That's a very simple version, reading up on how metals reflect light would help with this.
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First of all, what metals? Second of all, do you mean why does say steel turn blue after cooling, or why does it glow? The turning blue is because of changing crystal structure, and the glowing is because of blackbody radiation.
Sorry, when I asked this question, I had written a very long explanation in the "Details" box. Apparantly, it didn't post. What I meant to say was as follows: I recently bought a new backpacking stove, and after using it a few times, I noticed that the potstands had turned a sort of rainbow-purple color. killerjackalope pretty much answered my question, but thanks for your help. Thanks!
Oh alright then. :)