System.Array colorsArray = Enum.GetValues(typeof(KnownColor));
System.Drawing.KnownColor[] allColors = new System.Drawing.KnownColor[colorsArray.Length];
Array.Copy(colorsArray, allColors, colorsArray.Length);
Color c;
for (int i = 0; i < allColors.Length; i++)
{
   c = Color.FromName(allColors[i].ToString());
   String hex = string.Concat("#", (c.ToArgb() & 0x00FFFFFF).ToString("X6"));
   Response.Write(c.Name + ":\t" + hex + "<br />");
}

Riferimenti:

http://xiirus.net/articles/article-c-convert-drawing_color-to-html-hex-color-value-and-back-cc8mp.aspx