Is there a color changing LED that changes its color based on the resistor attached to it? If so where can you get them?

Usually they are two or three terminal devices based on voltage bias. However you could set up a bridge circuit that alters bias across them according to resistance.

what its for is i am building a lawton PWM and on the potentiometers i am wanting to put leds that change their color as i change the resistance... how would i go about that?

With a 3 wire like this, http://www.ledtechusa.com/data/datasheets/LT246X-XX-D51.html

I'd use a 1K or 500 Ohm pot coaxial with the pot you were using in the PWM circuit. Wire the wiper to +ve and put the anodes of the LED across it, and wire the cathode to 0V through a current limiting resistor.