There is no legal requirement in this regard.
However, when I was in my teens and choice of ammo was much less than is now the case everyone got used to the colour coding used by Eley - Orange for 12-bore, blue for 16 bore and yellow for 20 bore.
It makes sense to me that the colour-coding of shells of each gauge is a safety enhancing step that would possibly prevent accidents. I would be in favour of it but enforcement would be hard now that we get ammo in from all over the world.
I guess if 'they' can enforce the same system of indicating tyre ratings for motor vehicles (Rocketman was explaining this to me) 'they' could also decree that all ammo sold in the USA or in Europe conformed to a colour-coding shell scheme. I guess 'they' are too busy trying to stop us from using lead to do something actually useful with their time and legislation.
