The leaves of trees do not actually change color; most leaves have two or more pigments in them, in order two take advantage of different ranges of the visible light spectrum. The green of chlorophyll predominates in most leaves. When the amount of sunlight in a day drops to a certain number of hours, the trees stop producing chlorophyll, allowing the other pigments to show.
The science aside, the effect is, of course, magnificent. Here are a couple of pictures of the change of the colors in my neighborhood.