There has been a discussion in the Erie-Lackawanna Fallen Flags forum about the colored lights mounted by the destination indicator boards at Hoboken to enable homebound commuters to identify their trains by color without having to be near enough to be able to read the board itself. The question was raised whether this has been done anywhere else, and Reading Terminal in Philadelphia was mentioned. Another poster asked whether this had ever been done in Chicago; I don't remember whether I ever saw anything like that at the C&NW station, and I'm wondering whether C&NW used colored lights or anything similar. Also, did the IC, MILW, or RI ever use colored lights or a similar device?
Both IC/Metra and South Shore cars have color lights, but they are used as red markers lights on the tail end of trains, so commuters cannot use them to identify their trains. Neither lines have the head end visible to commuters as they board downtown.
CTA does, indeed, use different combinations of colored lights to indicate the line the train is on and they are visible much further off than the rollsign. I believe Evanston trains are white/white, Howard trains are red/yellow, and Kimball trains are red/green. These trains share stations and it makes sense to do this.