Actually the leafs always blow, but the changing colour of the leaves only happens this time of year and is pretty spectacular in temperate north america.
Obviously the leaves change from green to yellow/orange/red as the green chlorophyll is broken down and not replaced in the leaf. The chemical components to blame for the bright colours are carotene (yellow) and a class of compounds, the anthocyanins (red). The carotene is there is some trees just waiting to be revealed, but the anthocyanins are produced in the fall. They are are a reaction between sugars and some flavinoids, the purpose of these may be for photoprotection since their formation requires light. I don't really understand why a leaf that is going to be dropped needs photoprotection?? So many trees are yellow and then turn red(video). The colour a particular species of tree is going to turn is predetermined check out this link to see what tree will turn what colour. However the degree of colour is dependant on the weather with the brightest colours occuring with cool nights and sunny days. This makes the chlorophyll break down fast and anthocyanins be produced in the highest abundance. Also the colour of the anthocyanins can vary with soil pH.