Cheesecloth

Fabric stores and Gourmet Supermarkets like Byerlys... Generally you can not find it in dyed colors. Cheesecloth is for food straining and you dont want dyes on the cloth. It mostly comes in an unbleached tan or ivory color. If you need it for craft work you could RIT dye that I suppose. I believe it is still called Cheesecloth. There are substitutes like Muslin cloth, sometimes medical Gauze, but I use mine for Paneer, which is pressed cheese curd.

I buy it at the grocery store, I think even Wal Mart carries it but I have never heard of it coming in colors.

You could just buy some dye and make it any color you want though. :)

If you're looking for a colored mesh fabric and it doesn't have to be natural cotton like real cheesecloth, then you might ask at a craft or fabric store for tulle, netting, mesh, or organza.

I am a photographer and I use it to wrap newborns in. I buy it from people on etsy. You can also buy just white (I've seen it at joanns) and just dye it yourself.