The Chemistry of Hair Colorants http://www.sdc.org.uk/pdf_features/JA00F3.PDF
This page will tell you what is in synthetic hair dye. 
It will also tell you that the incidence of reaction to synthetic hair dyes is very low, but what did you expect  Bristol-Meyers Squibb WorldWide Beauty Care to say? That's like expecting the tobacco industry to cop to cigarettes being additive and carcinogenic. 
Their statement, " Products based on true vegetable dyes have the appeal of purely natural colorant but suffer from messiness and limited, often poor, results.  Ground or powdered material from henna, indigo, butternut and other plants is used in a crude preparation with warm water and applied as is to the hair", is not only ignorant, but couches henna in derisive terms.  Their aniline dyes (coal tar based, PPD related dyes) are discussed with words like "groundbreaking new chemistry", "most effective hair coloration with maximum flexibility", and claims these potentially dangerous products to have "far superior performance and versatility".

Indigo Page: http://www.indigopage.com/co.uk
Learn about Indigo!

Keratin.comhttp://www.keratin.com/
Comprehensive, intelligent, informative site on hair.

 Plant dyes:
http://www.raise.org/natural/pubs/dyes/annex.stm
The more you know about plant dyes, the molecules that do the job and how they do it ... the better results you'll get!

Scientists Link Some Hair Dye to Cancer (Non-Hodgkins Lymphoma)
New York Times Article