There are no 3mm LEDs (as required by the Cherry MX housing) that will be controllable multi-colored. Costar did demo a red/green version however that's setup to be either all green or all red since the direction of the driving current is what determines the color.
In theory, you could get a ton of port-expanders or something, and wire each LED up individually, so you can pick green/red per switch. I wouldn't want to do it, though, as it'd be a nightmare to layout.
If you modify the switch housing, you can get another trace for multicolour LED's. Either that or those nixdorf clear cherry switch top housings and ultrabright SMD RGB LED's, but I'm not sure if you'd be able to get it bright enough. Maybe with clear keycaps. I think that'd work and look good.