I had the same problem from 2006-2008 and nobody believed me. My blood was straight-up snow fence orange. I made an appointment with the doctor and the woman came in and treated me like I was some attention-seeking nutbag. Her opinion changed when they did the blood draw. They did the basic tests for for red blood count, anemia, etc etc and everything came back normal-- so I got a referral and headed out for more answers.
I saw a team of specialists at the University of Minnesota and the Oncology/Hematology Associate of Minnesota as well. They had absolutely no idea what to do with me. They ran test after test on me, researched crazy/rare blood diseases and had no idea what was going on. They were fascinated by my blood samples which was neat for them, but gut-wrenchingly terrifying for me.
They checked my diet, my workplace, my home, all my hair products and supplements, etc to see if that was causing the problem. Nope.
Eventually I was sent on my way after a few months of testing. They told me to come back if I ever develop some kind of symptom (fatigue, pain, anything) and they'd test again-- otherwise, it appeared that whatever condition I had was not life-theatening or dangerous.
It's almost 2012 and my blood is about 95% back to normal. No clue what happened.