In the world of comic book / sci-fi movies, it's not hard to find examples that use heavily-colored lights, whether with gels or modern LEDs -- the recent "Guardians of the Galaxy 2" for example. Or "Ghost in the Shell". Even older movies like "Star Trek 3: The Search for Spock" used party gels for a number of scenes.
And of course, another comic book movie with strong colors is "Dick Tracy", photographed by Vittorio Storaro.
Outside of those genres, there are scenes in many movies set in night clubs or in theatrical venues with colored lighting.
Some dramas with colored lighting include "One from the Heart" (which is a musical), again shot by Storaro; "Less Than Zero" uses a lot of colored lighting as well as parts of other movies shot by Ed Lachman, like "Far From Heaven".
There are moments in old 3-strip Technicolor movies shot under gelled lighting, the most famous perhaps being this scene in "Gone with the Wind":