Pills to lighten or darken skin? Do you mean the likes of "tanning pills". Tanning pills are not FDA approved. They contain canthaxanthins, a type of color additives used in food substances. Canthaxanthines are not harmful when used in small amounts as present in food additives. But in tanning pills, these are present in large amounts that are harmful to the consumers.
Coming to the next part of your question, there are no pills to change eye color or hair color. Few medicines change the color of your hair and skin and even eye but only as a side effect. To use such drugs with the sole purpose of changing hair color would be totally inappropriate and dangerous.
I would like to add that, medicines are not meant to change the physical appearance of a person. They are just intended to treat or prevent diseases. For changing hair color, a hair dye with perfect care would be always a better option in my opinion.