When visiting the Corlone's house looking for information about Michael:

We'll only meet her again when Michael, back from Italy, looks for her in the school she works for (and that's the only scene during which her clothes don't have orange/red details). Once again seduced by her ex-boyfriend and his promise of making the Family "legitimate", Kay marries Michael and, when we see her again, her clothes gradually start losing her trademark color, symbolizing the harmful effect of the Corleones on her personality and on her life (and there lies the brilliance of Coppola and of costume designer Anna Hill Johnstone). Notice, for instance, the orange/red details on her belt (also present on her hat) during the scene she tells Michael he's been invited to be godfather to Connie and Carlo's son:

During the baptism itself, all orange/red has left her costume, although she still shows a final attempt to hold to her old vitality through her very faint lipstick:

Her efforts, however, don't resist to Michael's destructive force - and so, when we arrive at the final scene, all color has been completely drained from her life and from her clothes:

That, in itself, would be enough to applaud the visual logic of the her costume design. But then, during Part II, Coppola proves he hasn't forgotten about it - and I literally lost my breath when I first noticed this. After years of living under the weight of the Corleone Family and her husband's unfulfilled promises, Kay completely loses the hope of seeing Michael redeeming himself and going back to being the idealistic young man she first met. So, when he comes back from the long trip that keeps him away from her through most part of the second film, he finds Kay alone in their house. In that moment, although he doesn't know it yet, Kay had already decided to end their marriage and she even had had an abortion.

After a long effort, she was determined to go back living and to move away from the Corleones.

And what's the color of the clothing she's seeing sewing in that precise moment?

Exactly. How not to love those films?

But Part III is not different in this aspect (and I'm always amazed by how underestimated is this brilliant conclusion to the trilogy): after being denied access to her children for years, Kay is now a much stronger woman, although also a sadder one - and so, when we first meet her in the third film, her clothes reflect that. They're not as dark as those of the rest of the Corleone family, but they're muted in their brownish tones.

We can see that during the celebration that opens the film:

When she visits Michael in the hospital:

And when she arrives in Sicily:

That's when Michael takes her to visit his father's town and, once again, she's seduced by her old lover - and his effect is immediately represented in her clothes:

And the result, of course, is the usual one when it comes to the Corleones: tragedy and loss.