Yes there are, and also everyone may experience colours differently.
We see only a very small proportion of the electromagnetic spectrum. The shortest wavelengths (highest frequencies) of "light" are gamma rays, then there are X-rays, ultraviolet, visible light, infra-red, microwaves, and the very longest ones are radio waves (I may have forgotten some...).
We have two main kinds of receptors in our eyes, rods and cones. Rods are receptive to the whole visible spectrum, and to much lower levels of light than cones. This is why moonlight seems grey -- our cones have long since given up.
Cones do colour. There are normally three kinds of cones, each sensitive to a band of wavelengths -- blue (shortest), green (medium) and red (longest). Other colours are in-between wavelengths, or mixtures.
For example, yellow sodium street lights are one wavelength which stimulates both the red and the green cones about the same. We see yellow. However, if you mixed a pure red wavelength and a pure green one, we'd also see yellow, although there are no "yellow" wavelengths present (you'll notice that light mixes quite differently to paint).
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