Fish change colors for different reasons. Matching their background is one: dark colors to blend in with dark wood, etc. Another is stress, or aggression. Fish will change color to be intimidating, or to look angry and chase off an intruder. Lighting is important too--more in SW fish, but in some fish, they change color at night, and then go back to normal during the light. Many fish also change color when they are excited--getting a really tasty treat, for example.
For clowns, it could be mood--if the tank parameters are in good shape, it's probably nothing to worry about.