Five samples of differently colored sodalite-group minerals from gem lazurite deposits were studied by means of electron microprobe and wet chemical analyses, infrared, Raman, electron spin resonance (ESR) and UV-Visible spectroscopy, and X-ray diffraction. Various extra-framework components (SO42−, S2− and Cl− anions, S3•−, S2•− and SO3•− radical anions, H2O, CO2, COS, cis- as well as trans- or gauche-S4 neutral molecules have been identified. It is shown that S3•− and S4 are the main blue and purple chromophores, respectively, whereas the S2•− yellow chromophore and SO3•− blue chromophore play a subordinate role. X-ray diffraction patterns of all samples of sodalite-group minerals from lazurite deposits studied in this work contain superstructure reflections which indicate different kinds of incommensurate modulation of the structures.