A similar discussion surrounds musical keys. Composers such as
Rimsky-Korsakov and Scriabin* certainly experienced each key as a
different colour, though their schemes do not much overlap. The
latter went so far as to included a light projector in the orchestra
for the symphonic poem Prometheus. This was long before the days
of psychedelia - in 1913!
Anyone interested in this very curious subject should look up the
astonishing eight page article devoted to it in the old
Oxford Companion to Music by the esoteric Freemason Percy A.
Scholes. Here one will learn of the works of such obscure figures as
Alexander Burnett Hector and Mary Hallock Greenwalt, who exhibited
their Colour Organs in 1912 and 1919 respectively. Not to mention
A. Wallace Rimington! It covers the subect of synaesthesia in some
detail. And, when you've digested all that, you can follow the reference to
the mercifully shorter piece on Odour & Music, where we learn of
a most fragrant version of The Song of Solomon from the Paris of 1891.
*Alexander Scriabin, 1872 - 1915, deserves a thread of his own. Heavily
into Theosophy, his planned final work called Mystery was to be performed
in a specially built amphitheatre in India. The instrumental line-up included
a light-projector, incense and a perfume machine. It was to last several
days but Death put a stop to it, when the composer died of a tumour on
the lip.