Here is an interesting article on food dyes. Notice the short list at the bottom of surprising foods containing artificial colors. Then click on the link for the full report and scroll down for a more complete list.
It never hurts to read all labels. Even some white marshmallows have blue dyes. And restaurants also include it in their foods.
I believe manufacturers are really insulting us by adding dye to things to make them appear more appetizing.
Trust me, after experiencing the kind of behavior my oldest has after ingesting red dye or listening to my husband wheeze after ingesting yellow dye, I do not find bright colored food very appealing.