There are a number of iron oxides:
Iron(II) oxide or ferrous oxide (FeO) The black-coloured powder in particular can cause explosions as it readily ignites.
Iron(III) oxide or ferric oxide (Fe2O3) known in its natural state as hematite or haematite, but also purified for use as a coating in magnetic audio and computer media, where it is known as ferric oxide. Also known as rouge.
Iron(II,III) oxide or ferrous ferric oxide (Fe3O4), better known as the black-coloured mineral magnetite or lodestone also seen on Mars
Iron(II) hydroxide Fe(OH)2. green colour.
Iron(III) hydroxide FeO(OH) found as the mineral goethite. Red-brown colour. Also found as the minerals siderogel and feroxyhyte. There is a variant known as lepidocrocite.
Iron(III) hydroxide Fe(OH)3. Dark brown.
There are also several other variants.