Upright pianos are often covered with transparent lacquer, revealing their natural brown wood colour. This is similar to violins, guitars and other classical instruments, where wood structure is clearly visible. Contrary to that, when going to classical concerts, I've never seen grand pianos other than black. Is there any specific reason for it?
Not particularly true! I've just sold a grand in mahogany. However, one of my theories could cover grands as well as guitars. I feel that if a solid guitar is made from a good looking, well grained piece(s) of wood, it's best just to lacquer it, so the good looks come through. If it's not that good - use a solid colour on it, and nobody will know!
Grand pianos, especially concert grands, use large areas of wood - the top particularly, and to match several pieces of wood is not easy. It can be done, but at a cost. So, put a solid colour on. Why black? It fits with most things, as does the other less common colour - white.
Contrary to that, when going to classical concerts, I've never seen grand pianos other than black.
This is likely to follow the convention of 'concert black' attire. In more formal concerts, musicians will uniform to sharp monochrome colors typically white tuxes, black bowtie, with black pants or black skirts, black shoes. The piano then fits that convention. Similar is seen with woodwind instruments. Metallic instruments (flute, brass, tympani) are the only consistent exception which I know of.
It's not always necessary to conform to this convention, but since stageworthy pianos tend to be in the tens-to-hundreds of thousands of dollars, a venue may play it safe with concert black for their only piano.
Going deeper into technical theatre concepts, black is a favorite stage color as it can be used to defer attention to -and accentuate- more brightly-colored objects on stage. So anything uninteresting is draped in black like shoes, piano body, and stage floor. More interesting parts are white, like the piano keys and musicians.
With the exception of flute, instruments tend to be darker in the front rows (piano, oboe, clarinet, and some piccolo) and brighter toward the back (tuba, trumpet, harp, snare). This probably has some relation to balancing audience attention, if not already some tendency for louder instruments to be metallic.
Though some cite aesthetic reasons for a piano's color, it actually has nothing to do with appearance, but rather economy.
Before Bartolomeo Cristofori invented the first piano at the turn of the 18th century, there existed several predecessors; chief among them, the clavichord, which I will discuss in greater detail in a moment.
Up until the development of the clavichord, most keyboard-like instruments after early harpsichords were hand-painted, extremely ornate pieces of visual as well as sound art. Though originally simply adorned and sheltered in simple wooden cases, ornate decoration developed in Northern Europe as a profitable means of work for regional artists.
The invention of the clavichord changed the market. Due the compact, lightweight (comparably) design, and use of cheaper wood, the price went down as they exploded in popularity. People that lived in tiny Viennese apartments were now able to have their own instrument that fit - and be able to afford to have one! Painting a piano a solid color is astronomically cheaper than hiring professional artists to hand-paint each instrument. You don't need to be an artist to paint something black. In addition, black is the the cheapest color to manufacture - it (along with other dark colors) has always been associated as colors of the poor - people who couldn't afford to purchase the more rare / expensively dyed colorful cloths.
So most pianos are black because it was easier / cheaper for companies to manufacture them.
As a corollary to this topic, it is actually also the same reason why many harpsichord manuals have reversed key colors. Ivory was extremely expensive to haul to Europe from Africa, and manufacturers realized that if they made most of the keys made out of wood and only a few out of ivory, the could significantly lower the cost of their instruments, and in turn, significantly lower the cost of their overhead for ivory.
Today, obviously using ivory is illegal, so all piano keys are made out of wood.
You're unlikely to see a classical piano concert with a piano that is anything but black. One of the reasons is that 95% of all concert pianists are Steinway Artists. Another reason is that black Steinways are the least expensive.
A Steinway artist has to have a performing career, agrees to feature the words "Steinway Piano" on his programs, and agrees to exclusively use Steinway pianos in public performances. In exchange for this, Steinway guarantees to make a piano available (for a price) at any concert he plays.
To accomplish this, Steinway has its dealers participate in the Concert and Artist program, maintaining a separate inventory of several C&A pianos, and handling maintenance, tuning, pickup and delivery. Now, since black Steinways are the least expensive (see Tim's answer for why), it follows that a dealer will provide only black pianos for concerts. The current list price for "Satin Ebony" is currently $157,379, whereas Mahogany, the cheapest wood finish, is $182,700, so we're not talking about small numbers here.
An exception you might see is this one:
This is Steinway's 500,000th commemorative piano, which sometimes makes the rounds. I got to attend a concert with Ruth Laredo playing it soon after it was made, and it is the only classical piano concert I've ever attended where the piano wasn't black. (In fact, it was a two-piano concert, and the other one was black.)
Classical pianists are much less concerned with appearance than they are with tone, so they don't really care what color the piano is for the most part. If a concert pianist fell in love with the tone of a piano that wasn't black, and had the means to be able to ship it to all of his concerts, then maybe you would see a concert on a differently-colored piano. The only ones I can think of who used their own pianos are Horowitz, whose Steinway was black (still is, actually), and Victor Borge and his Bösendorfer, which was also black.
In the end, I'd say that the reason that big-time rockers have a lot of different-colored pianos is because they have enough money to buy whatever piano they want and ship it wherever they want.
Making a grand piano top from a single piece of wood is not feasible or requires a lot of effort and material costs because of size and weight and consequently stability against warping, so an intransparent and robust finish is desirable anyway. Black is the color that shows least signs of aging: it doesn't get yellowish or anything.
Stienway started or promoted the tradition that became habit and tradition. white and natural wood are no uncommon. Gershwin popularized it. and it hids dirt better.
It is highly practical marketing issue. Same like with t-shirts or what ever. People like crazy stuff (colors etc.), but you see them later leaving the shop with black t-shirt. And it is the same with pianos. If you have piano in this or that color, and you would like to sell it, people will be like.. "hmm I like this piano how it sounds, but the color... it doesn't matches to my taste, sofa what ever.. and they buy something neutral, a next black piano, no matter that it sound worst. Same on stage, If you have highly extravagant piano on stage it will take all focus on it self. Plus you wanna play on the pianos wide variety of music and try to play romantic music on a piano that looks like Porsche and later Jazz... You will rather have a neutrally looking instrument that suits all musical styles and doesn't make you think of the connection between the piano look and the music.
In other words pianos are black because it happens to be the less distracting and widely fitting color that "doesn't" influence the meaning of the music.