Geographic prevalence of the new allele for blond hair (Guenther et al., 2014). Just one of many alleles that create the European palette of hair and eye colors.
There is a widespread belief that whatever made Europeans fair-skinned also gave them their unique palette of hair and eye colors. In reality, fair skin has only a weak genetic linkage with either non-black hair or non-brown eyes:
If we were to take all the human beings in the world who have dark brown eyes and black or dark brown hair, we would not only have the vast majority of the human species, but would have a group which shows virtually the complete range of human skin color, from black to almost completely depigmented. (Brues, 1975)
Hair color and eye color are largely uncoupled from skin color in our species—or rather in Europeans, to be more precise. It looks as if the pressure of selection has moved European color traits in different directions, on the one hand making the skin progressively lighter, and on the other making the hair and the eyes more and more diversely hued.
There have thus been different changes at different genes. European skin lightened mainly through the appearance of new alleles at three genes: SLC45A2, SLC24A5, and TYRP1. European hair color diversified through a proliferation of new alleles at MC1R. European eye color diversified through a proliferation of new alleles in the HERC2-OCA2 region and elsewhere.
In a recent study, Guenther et al. (2014) have shown that new alleles for European hair color proliferated not only at MC1R but also at other genes. In particular, blond hair seems to be due to an allele near KITLG, although other loci in this region seem involved as well. Thus, the diverse palette of European hair colors is not a side effect of a single genetic change. It is due to a proliferation of new alleles at many different places on the human genome. The only common element seems to be a selection pressure for more hair colors.
Guenther et al. (2014) likewise note that changes to hair color and eye color became uncoupled from changes to skin color in ancestral Europeans:
Some human pigmentation variants alter general aspects of pigment biosynthesis, producing changes in all melanocytes, and therefore have pleiotropic effects on hair, skin and eye color. However, it is well known that hair and eye color can also vary independently, producing common human phenotypes such as light-haired individuals with brown eyes or brown-haired individuals with blue eyes. The rs12821256 variant alters an enhancer that is active specifically in the hair follicle environment, providing a simple genetic explanation for previous observations that this SNP is associated with changes in hair pigmentation but not eye pigmentation in northern Europeans.
Why this uncoupling of European hair, eye, and skin color? These three color traits have probably undergone divergent selection pressures. Moreover, in all three cases the selection pressure seems to have acted primarily on women and only secondarily on men—an indication of some form of sexual selection where women were the sex in excess supply on the mate market (Frost, 2014). Because skin color is sexually dimorphic in all humans, with women being the "fair sex," this dimorphism may have biased sexual selection in the direction of increasingly lighter skin.
Hair and eye color, however, had no preexistent sexual dimorphism. So sexual selection was driven simply by a desire for bright or novel colors. In other words, whenever a new color arose through mutation, it would have initially benefited from sexual selection. As it became more and more common in the population, this selection pressure would have gradually diminished until the new color had become as prevalent as other existing hues. As a result, the palette of hair and eye colors would have steadily grown larger and larger (Frost, 2006; Frost, 2014).
References
Brues, A.M. (1975). Rethinking human pigmentation, American Journal of Physical Anthropology, 43, 387-391.
Frost, P. (2006). European hair and eye color - A case of frequency-dependent sexual selection? Evolution and Human Behavior, 27, 85-103.
Frost, P. (2014). The puzzle of European hair, eye, and skin color, Advances in Anthropology, 4, 78-88.
http://www.scirp.org/journal/PaperInformation.aspx?PaperID=46104 Guenther, C.A., B. Tasic, L. Luo, M.A. Bedell, and D.M. Kingsley. (2014). A molecular basis for classic blond hair color in Europeans, Nature Genetics, advance online
http://www.nature.com/ng/journal/vaop/ncurrent/full/ng.2991.html 





