http://england.prm.ox.ac.uk/englishness-funeral-clothing.html
Twentieth-century etiquette demanded that people attending a funeral wore semi-formal clothing, which for adult men would usually mean a suit and tie in dark colours. The most traditional colour, considered to be the most respectful, was solid black, especially for the tie. Nowadays, special dress or behaviour is not required of those in mourning and even the wearing of black at funerals is declining. Most commentators date the association of black clothing with funerals to Roman custom when dark coloured togas were worn during the mourning period

http://www.sacred-texts.com/etc/fcod/fcod08.htm
Amongst the colours used to express grief, perhaps yellow, a symbol of decay, is the most common. It was used by the Egyptians amongst others. With it, the native of Central Africa paints his body as a sign of mourning, as the Australian paints himself white and the American Indian with black. In Brittany the widow's cap was of yellow or a light brown--the hue of withered leaves--which is also the prevailing colour in Persia.
Blue or violet is the "doole" of the Turk, the former being used in France and Belgium in connection with the death of a child, as representing not only the celestial blue of the heavens, but also the traditional colour worn by the "Mother of the Saviour" at Golgotha. Violet or purple, with which the Roman soldiers clothed the Saviour as "King of the Jews," is the colour adopted by the Christian Church as a sign of penance and mourning, and with which the pictures and ornaments of the Catholic Church are veiled from Passion Sunday till Easter. Black vestments are, however, used in masses for the dead, and on Good Friday.