For those of you who aren't familiar with this natural dye, henna is a kind of plant. Its leaves have been dried, ground, and used as a dye for the skin and hair for thousands of years in India and the Middle East. In its purest form, henna for hair will usually leave a rich, reddish brown color. Henna hair dye or henna hair color penetrates the hair shaft and permanently stains it, but the color can degrade with frequent washing and may need touchups.
In western countries like the United States, a little snooping might be in order. Since this particular kind of hair coloring product is plant-derived and mostly chemical free, usually, your best bet would be to check out health food and beauty supply stores.
They're also readily available online. If you're looking for pre-mixed concoctions, there's a good chance that you might also find one or two brands of henna hair color in supermarkets as well.
Pure henna, made from the henna plant with the scientific name Lawsonia inermis, is called "red henna," and may leave a rich, red-brown color. If mixed with other plant derivatives, you can get all kinds of different shades while still keeping your dye job completely natural. If your henna hair dye also has indigo -which is sometimes also called "black henna"- in it for example, you can get shades ranging from rich dark brown, to jet black.