For the Russian artist Wassily Kandinsky (1866-1944), music and colour were inextricably tied into one another. Kandinsky associated each note with an exact hue.
The neurological phenomenon he experienced is called synesthesia (or “joined perception”, from the Greek word syn meaning “together” and aisthesis meaning “perception”). It’s a rare but real condition in which one sense, like hearing, concurrently triggers another sense, such as sight. People with synesthesia can be triggered to smell something when they hear a sound, or to see a shape when they eat a certain food.
Kandinsky literally saw colours when he heard music, and heard music when he painted – a specific form of synesthesia called chromesthesia, where a person experiences sound as colour. Many art historians believe that Vincent van Gogh also had chromesthesia. This is suggested in various letters that he wrote to his brother Theo. In one, he says: “Some artists have a nervous hand at drawing, which gives their technique something of the sound peculiar to a violin.”
Check out some wonderful interactive experiences visualising music by The Music Lab (by Google Chrome): https://musiclab.chromeexperiments.com/Kandinsky/
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