GROUP BY comes in very handy here, actually. (with MySQL's handy GROUP_CONCAT() function, versions 4.1 and up):

SELECT Group, GROUP_CONCAT(SomeData ORDER BY SomeData SEPARATOR ',')
FROM table
GROUP BY `Group`
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In the OP's example, this would result in the following data that would be trivial to loop through and split on the separator chosen in your SQL:

green       3,9
orange      8
purple      4
red         1,5,6,7
yellow      2
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-- Brian