Proteins that give color (without fluorescence)
Have a look at this paper. They have isolated a chromoprotein similar to GFP, and like the latter it does not have any prosthetic group.

This protein — asFP595 (because it was isolated from the anemone  Anemonia sulcata.), is purple coloured under white light and also exhibits a little fluorescent emission in the red region  (λmax = 595 nm).

Also have a look at these two papers:


GFP-like chromoproteins as a source of far-red fluorescent proteins
Major colour patterns of reef-building corals are due to a family of GFP-like proteins