Are there markers, paints, pencils, etc that are known to not change color over time?
The two keywords you need to look for are lightfast and archival. 

For US manufacturers, lightfastness is usually given as an ASTM rating (that's American Society for Testing and Materials), which is a roman numeral between I (highest lightfastness) and V (lowest). Generally, ratings of I and II are fine to use for most artworks; any lower than that should mostly only be used for temporary works (e.g. where you plan to scan the art into a computer and then discard the physical version), or for works that will spend most of their life covered (e.g. inside a book).

There's no governing body that defines or determines whether materials are archival, so you have to take claims with a grain of salt, but if you buy from reputable manufacturers, you should be OK. One requirement for being archival is another term you're likely to encounter: acid-free. The acidity of the paper is what makes old printed materials brown and brittle. (I know this sounds like a paper problem, not a paint/pencil problem, but it won't help you that the canvas is guaranteed acid-free if you then paint it with something highly acidic.1) Other requirements often come under the terms permanence or durability. What these terms mean depends on the manufacturer, but also on the intended purpose of the material: an artist's acrylic (latex) paint isn't going to stand up to the same degree of abrasion as a latex paint meant for walls, but that doesn't mean it's a bad paint. 

A good introduction to the subject is the definitions provided by Winsor &amp; Newton. Some of the terminology is specific to them (the AA, A, B, C system of permanence rating), but it's informative regardless.

For materials meant to be used by children, for example markers or colored pencils, it can be very hard to find lightfastness or permanence ratings. If you want to use such materials, it can be worth your time to conduct your own lightfastness tests: draw some rectangles on a piece of paper, color them with the material you want to test (making sure to label the colors), get some opaque material such as mat board and cover half of each rectangle, and stick the thing in a sunny window2, and forget about it for a while -- several months, at least. When you remove the mat board, you'll see exactly how much each color faded. 

1 Well, to a point. The most common type of ink used in the middle ages is iron-gall ink, which by nature is highly acidic. Despite this, documents written with iron-gall ink over a millennium ago are still perfectly preserved and readable. Moral of the story, study the history of the materials you use, and try to use them in the ways that have already stood the tests of time.

2 Your car's dashboard/rear ledge is even better: you get both sun and heat.