Many colored gemstones receive heat, irradiation, or other treatments to improve color or clarity. Some of these are accepted industry practice, particularly if the color change is permanent. Some of the more common methods are listed below.

Heated gemstones
Gemstones may be routinely heat-treated, with or without additives, to improve or change the color. For sapphires, almost of them are heated to improve color. This process dissolves trace elements present in the gemstones. This form of treatment is generally considered stable and permanent.

Fracture-filled gemstones
Fractures and surface cavities in gemstones are also commonly filled with additives to improve clarity or color. This form of treatment is generally considered stable and permanent.

Diffusion-treated gemstones
Surface color diffusion treatment produces is used to deepen color or to make it more consistent - this is most commonly done for blue sapphires. Note that this process takes a pale or near colorless gemstone and creates the desired color to a shallow depth. If you cut one of these gemstones open, you would see a mostly colorless gemstone with the color present at the edges only.

Irradiated gemstones
Many gemstones are irradiated in order to enhance their color. Being irradiated changes the crystal structure by moving electrons. This in turn changes the gemstone's color. Depending on the method used, the change in color is usually permanent.

Older radiation treatments involved exposing the stone to radium, while newer treatments bombard the diamond with atomic particles in a cyclotron. Then the stone is heated to 800 degrees Centigrade, producing a stone with very little radioactivity and a permanent color change.