This is FANtastic. Apparently back on October 12, 1951 when they were filming the sixth episode of I Love Lucy, somebody in the audience snuck in with a 16mm color camera and filmed the filming, grabbing snippets here and there. So you get to see the actual colors of sets, costumes, Lucy's hair--the whole nine. They've taken this and thrown in some bits from the actual episode so you can get some context--this is available on the most excellent Complete Series DVD.
You can read the full story over at TV Series Finale, regarding this and the split-screen bit of the colorized version of "Lucy Goes to Scotland" I've got for you after the break. Found all this via Mark Evanier.