Where are colored state quarters made?

No U.S. coins have ever been struck in pure silver. It's too soft for use in coins.

But yes, there are premium edition proof State Quarters that have been struck in a silver alloy of 90% silver, 10% copper. These coins have an S mint mark and are heavier than a normal quarter. They should be in their original packaging to be worth full value.

If you have a State Quarter that appears to be a solid metal but doesn't have an S mint mark and is the same weight as a normal quarter, you probably have a plated coin. There are hundreds of firms that take normal copper-nickel quarters, plate them, and sell them as "collectibles", usually at high markups. Sometimes a set gets broken up and the coins are spent. However these coins don't have any numismatic value so they're really only worth face value, 25¢.