They Aren't (Usually) Red Before Cooking
In the wild, most lobsters are a mottled greenish brown. They turn red when cooked because heating breaks the bond between pigmentation and protein in the shell. The red color comes from the expression of astaxanthin, a type of carotenoid pigment found in orange-colored plants, eaten by the animals the lobster eats [source: Cowan].
A small number of lobsters can be red prior to being cooked -- as well as orange, yellow, green, blue and various combinations of these colors. In some cases, these hues are a genetic mutation. Other times, it has to do with the food the lobster eats; if it only has one type of food available, it may turn a solid color as a result [source: Cowan].
So far, we've been referring to the American lobster. This big-clawed crustacean is found off the east coast of Canada and the United States. Its cousin, the European lobster, has smaller claws and its natural coloring is dark blue with spots and a yellow underbelly. It'd found in the waters around Western Europe and North Africa. Non-clawed lobsters, called rock lobsters or spiny lobsters, are found in warmer waters around the world and come in a variety of colors [sources: Gulf of Maine Research Institute, St. Lawrence Global Observatory].