Common anode RGB LED lights going out one color at a time
Too much current

It seems the LEDs get too much current. Most generic (3mm or 5mm) LEDs have a rating of around 20 mA (or 40 mA when duty-cycled).

Since you are using 220 ohm resistors, and the red LEDs have the lowest forward voltage (Vfd) they will burn out first. Assuming 1.8 V as Vfd for a red light:

(V - Vfd) = I * R 
&lt;=&gt; (V - 1.8) = 0.02 * 220 
&lt;=&gt; V = 1.8 + 4.4 = 6.2 V


I assume that you use more than 6.2 V in your circuit (to drive the LEDs). You have to decrease the voltage, or use bigger resistors.

Too much heat

If the current is not too high, than heat can be a problem; this is mostly the case for higher powered LEDs. I have a bunch of 3W LEDs (in a premade package, bought as is), and the version without a fan makes them burn out too (not necessarily starting with red, but based on where the cooling is worst). So if you have your LEDs built in a case, and/or the LEDs use some power and the heat cannot go away, this can also cause problems. But seeing that your red LEDs first die first, I assume it's a current problem.

Power of resistors

Also take the power of the resistors into account (P = V * I, the cheapest resistors are 1/8 or 1/4 W).