This article is from the X-Men Comic Books FAQ, by Kate the Short (email@example.com) with numerous contributions by others.
Psylocke's hair was certainly dyed in the beginning. She is naturally
blonde, since in "Captain Britain" (Daredevils #3/CB Archives #3) Brian
was shocked to see her hair purple. Remember, Betsy was a fashion model.
All flashbacks to her childhood also have her as a blonde (UXM #256, for
example). So we are fine up until the Siege Perilous. At that point it
gets complicated. When Spiral messed with Betsy's mind and body in UXM
#256, Spiral very easily could have made the color permanent.
Rogue is a little simpler. Back around the late 100's of UXM, the
letters column was answered by the characters for awhile. Wolverine said
that Rogue dyed her hair. While you will occasionally hear rumbles along
the lines of "peroxide in the Savage Land? I don't think so", there has
not been any evidence to contradict Wolverine. Besides, it neatly
explains why she mysteriously went from two white streaks to one, and
occasionally just to white bangs without the stripe in back. Oh, and
Rogue's hair is brown, colorists notwithstanding.