Then, I wanted to know what purpose do orange and yellow coloration serve? The best answer I could find was still a theory: these are accessory pigments that aid in gathering sunlight for the chlorophylls. The natural follow-up question is, do red and purple also help chlorophylls or help make food for the winter? The answer again, is yes, but in an indirect way.
The generally accepted theory is that as an anti-oxidant, anthocyanin staves off leaf death, allowing for the chlorophylls to produce as much sugar as possible before the leaf drops off. How the anthocyanins do this is still debatable. The 2 theories listed to the right of the red/purple leaf have been proposed, but not confirmed.
One last post about leaves will cover what causes them to separate from the tree.