Any beer with orange flavor could be made to be orange in color. That said, I have not found a commercial example of such a beer. The orange flavor is infused with orange zest, which does not add color to a beer.
Caramel (or Crystal) malt adds the orange color to the beer. I have brewed an orange colored beer with orange flavor and it was delicious. Many styles of beer you just can't buy, you gotta brew them yourself.
Blue moon Beer is orange in color because it is unfiltered and spiced with coriander and orange peel. en.wikipedia.org/wiki/Blue_Moon_%28beer%29.
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