If you've heard of the Rainbow Mountains of China, you'll be delighted to hear that we have a couple of these occurring in our very own USA - Colorado specifically. While it may not contain the whole spectrum found in China, you can find many in the range of colors at this location (not sure where we were exactly, but somewhere north of Durango, CO and very high in altitude) and Painted Mines Interpretive Park in Calhan, CO.
Where else have you seen this phenomena?