From what I've seen from looking a few things up, it looks like that
rose colored sunglasses also filter blue light. In addition,
orange colored safety googles filter UV light. If you think of the
electromagnetic spectrum, or even rainbows for that matter, this begins to make sense. Brown (just a darker shade of orange typically), orange, and red light all lie to one side of the spectrum, while blue and UV light are on the other side. And light is either reflected or absorbed when it hits a surface; what is reflected is not absorbed and vice versa. So, what happens with orange (or brown) or red colored things is that they reflect orange (or brown) or red and absorb blue and possibly (depending on the material) UV light. In the end, this results in you seeing the reflected light, and not seeing the absorbed light when you look at the object.
I'm not sure about green, as it lies more in the middle of the spectrum so I hypothesize that it would filter less blue light than brown sunglasses.
Also, if you're looking at polarizing lenses, that's a whole different concept.