I just answered a very similar question for SarryRocks….any chance you guys are sitting together? 😛
Again, like with eye colour and skin colour, it’s down to a pigment called melanin. The more melanin you have, the darker your hair will be.
People in warmer countries have dark hair because they have more melanin in their bodies, as melanin takes the nasty UV radiation from the sun and tries to turn it into harmless heat. So that is why the paler you are, the more important it is that you wear sun cream!
But obviously now that the world is all mixed up and people have babies will other people from all different races, we gets mixes of melanin in peoples bodies. Take me: I have pale skin and blue eyes which means low melanin but then I have really dark hair which means I have lots of two different types of melanin in my hair eumelanin and pheomelanin!