Both Gandalf the Grey and Saruman the White changed colors in the LOTR series. Did any of Tolkien's works ever state that prior to having many colors Saruman was always white?
Here's a heavily edited except from The Silmarillion, "Of The Rings Of Power And The Third Age":
Even as the first shadows were felt in Mirkwood there appeared in the west of Middle-earth the Istari, whom Men called the Wizards. ... In the likeness of Men they appeared, old but vigorous, and they changed little with the years, and aged but slowly, though great cares lay on them; great wisdom they had, and many powers of mind and hand. ... Chief among them were those whom the Elves called Mithrandir and Curunír, but Men in the North named Gandalf and Saruman. ...
... But at length the Shadow returned and its power increased; and in that time was first made the Council of the Wise that is called the White Council, and therein were Elrond and Galadriel and Círdan, and other lords of the Eldar, and with them were Mithrandir and Curunír. And Curunír (that was Saruman the White) was chosen to be their chief, for he had most studied the devices of Sauron of old.
That's the first (chronological) reference to the Wizards, and the first reference to a color associated with any of them. I can't find a reference anywhere in The Silmarillion to Gandalf's grey, Radagast's brown, or the other Wizards' blue. And that's the only reference I can find to Saruman.
One possibility here is that the Wizards had their colors at the point that the White Council was first gathered. The text does seem to imply that at least Saruman was The White from a pretty early date.
The other possibility is that this reference was inserted by Bilbo during his translation of Elven lore into Common speech. Remember that, in-universe, everything from Middle-earth came from the Red Book of Westmarch: The Hobbit, Lord of the Rings, The Silmarillion, and all of their appendices, were simply translated by Tolkien into English. That parenthetical reference to Saruman the White could have been Bilbo's reference to him, not necessarily what he was known as (2,000 years before the book was written down).
I think that possibility is slim, though. Bilbo seemed careful about his histories, and he never actually ever met Saruman. It seems unlikely to me that he'd throw that reference in there without a reason.
I choose to interpret this is Saruman being White from very early on -- if not the very moment the Istari stepped off the boat at the Grey Havens.
The Istari essay in Unfinished Tales has this to say:
The first to come was one of noble mien and bearing, with raven hair, and a fair voice, and he was clad in white; great skill he had in works of hand, and he was regarded by well-nigh all, even by the Eldar, as the head of the Order.
So that's a "yes", then.
I do not know of any of Tolkien's works that mention a Saruman the Grey, but it can be assumed that one of these two are the case: Saruman started as Saruman the Grey and later transformed in some similar way that Gandalf did to White, or Saruman entered Middle-earth as a White Wizard. And yes, there is mention of these early in The Silmarillion. Gandalf is briefly mentioned by his true name of Olorin.
The wizards do not appear in The Silmarillion. After the sundering of the world, when the Valar agreed to leave the mortal world, Sauron re-emerged. The Valar could not intervene due to their oaths not to do so in Middle-earth. At this point lesser Maiar agreed to sacrifice some of their powers and return as magical humans, later called wizards, to oppose Sauron. They are associated with colors from when they first appear but the reason is not explained (or I haven't read that book).