I found a small list of food additives compiled by the FDA, but it looks rather incomplete and somewhat unspecific.
For example, some colors like gold (probably the real thing) or silver (E171 - titan dioxide) are not listed, and it looks like not all possible variants for a color are shown.
Are there exhaustive lists of color additives, preferably with their chemical name or something, for North America, for Europe and Australia?
The EU has a list of food additives in which everything is given a number (so you don't have to deal with companies trying to hide things using alternate names):
Many of the colorings are under Group II and Group III, but many other items (eg, fruit and vegetable juices) can be used as coloring, so you can't just look in those categories.
The FDA has a page for color additives and a separate one for food additives. They're fairly concise; they refer to but don't link to the complete documents. (I'll try and find those at some point.)
For the EU, I believe you want E numbers. There's actually a pretty solid E number article on Wikipedia. On the EU site, there's a list of authorized food additives page which further links to a database and full document. (You can find a lot more copies of this kind of thing by searching for E numbers on Google.)
