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Most ink used was black (just like with everyone else's writing). According to archeologist Michael Coe, this was most likely derived from soot "scraped off the bottom of their cooking pots".
In the four surviving complete codices we have, they also used a lot of red, which appeared to be hematite(rust)-based. There supposedly aren't a lot of known good sources in the Mayan areas*, so nobody is sure exactly where they got it from.
There were also a few pages floating around using green and blue. The latter I find particularly intriguing, as the blue typically used in the west was expensive (to the point where many argue the concept of that color simply did not exist until recently), while the Codex piece I've seen with blue used it as a background color. Its a slightly different blue ("maya blue"), that is derived from a native plant mixed with a specific clay.
* - We know they had some small access to Iron, as they were also known to use it to make mirrors.