Neat question!
I think of a neon or electric blue. I'm not sure why. Maybe a lot of sci-fi scenes have been shot in that color.

Very dark blue/black, like the night sky.
No Guru, No Method, No Teacher.

Yeah, I have different color associations for different films. But as a whole I can usually associate just one color with a film genre, generally speaking. When I think of Sci-Fi, I think of a combination of key Sci-Fi films and what the strongest color is, which in my case is green.
"All I'm asking for is total perfection." - Lord Business

There is not such a thing as a color for an entire genre. When I think of Kubrick's Space Odyssey I think of black. When I think of Nolan's Inception I think of blue. When I think of Alien I think of dark green. When I think of Spieberg's War of the Worlds I think of grey. When I think of District 9 I think of sepia. To some movies I can't even find a color, like Blade Runner.
Different color for every movie. If I would say that I think of blue when I think of Sci-Fi, it would be a deception, because my brain remembered the first movie of this genre which came in my mind, and then interprete it as a color for an entire genre. But it's untrue.
Nolan, I love you forever!

Yeah, a bit random, but I do actually associate a color with certain genres. With sci-fi it's sort of a royal blue. Not sure why that is exactly