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They only come in "colorless" sets. The "colors" (which are just suggestive names and have nothing to do with light colors) are Red, Green, and Blue, along with anti-Red, anti-Green, and anti-Blue. Therefore, there are basically two options: mesons, which contain a quark/anti-quark pair (e.g. one Green and one anti-Green) and baryons, which contain quark of each colors (RGB, or antiRGB). Tetraquarks, pentaquarks, and hexaquarks have been searched for in experiment and would not violate the colorless rule, but have never been found. Physicists would prefer to be able to calculate from first principles whether such states are possible, but it turns out that no one knows how to do the calculation because of the non-perturbative nature of the strong force.

[Many caveats. For instance, any given hadron (the collective name for things made of quarks, which to date means only mesons and baryons) is not actually made up of quarks with definite color, but rather a quantum superposition of many possibilities. I think mesons, for example, are always a balanced superposition of R-antiR, G-antiG, and B-antiB. So you could never point to a given meson in an experiment and say "that meson was blue-antiblue".]

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