They are all sorts of colors! Even those that appear black to human eyes are often just very, very dark but their colors show under adequate lighting.
the medicinal leech is actually very colorful!
Earthworm-eating Japanese mountain leeches range from bright yellow-orange to tomato red (I wish I could have some of these)
There are also pale, colorless subterranean leeches, the strangest of which is this one species from just one cave with a lining of leg-like tentacles.
Other common pond and river leeches are in earthy tones for camouflage, but still very nice patterns that probably make them confusing to predatory fish and blend in with pebbles and leaves.