I am pretty sure High School can count... It doesnt exactly fit the true question of the title, but as a costume designer/milliner/wig... person, for 15 productions at my highschool, it does depend on the show. Some performers have hair that just doesnt fit the part. And though we never spent $1500 on a wig... (I think the most I got was 55 or so for a good Marie Antoinette wig...) we did sometimes have our students color their hair for productions. (Great examples being my prom date having to color her light blonde hair to a brown to play Anne Frank's mother who's name escapes me, and also a girl dying her hair blue after she clearly explains why she has blue hair in one scene during 'The Curious Savage') With musicals, as earlier stated, it just helps save time for quick changes between characters.
"Don't worry, it should never be seen. It's comparable to Britney's hoo-ha." - being.jeremiah in response to the High School Musical 2 logo
"You look fantastic, all you need are high heels, cake and a dream." - Amneris