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I read some place that the Luna Wolves had a different name before they found Horus. Were any other legions like this and what were the names and color schemes.? And does anybody remember the pre-Luna Wolves name and color scheme.

They were called the Luna Wolves at their formation, later the Sons of Horus, then finally the Black Legion after the Heresy.

A few legions changed colour scheme after the heresy, but no other ones changed their names.

The colour changes I can recall are the DA, they went from black to dark green, the SW went from a neutral grey to the more blue grey they are now, WE went from white/blue to the red and brass of khorne, TS went from Red/Silver to Blue/Gold, DG went from offwhite/green to rotten green and EC went from Purple/Gold to whatever crazy bright colour scheme noise marines prefer

During unification all the legions were known by their number and were a uniform grey in appearance.

They then took on various names and colours. The XIII Legion became the Luna Wolves, after the first pacification of Luna.

The World Eaters were the War hounds before they found Angron and had a similar colour scheme, though with more blue.

The Death Guard were the Dusk Raiders with the colours of red and blueish-grey.

Every Legion originally started out as simply a number (*insert roman numeral* Legion).

They all eventually received names either from the Emperor or their own Primarch.

If we're referring to different names, besides the Black Legion:

World Eaters were originally known as War Hounds
Death Guard was originally known as Dusk Raiders
Word Bearers were originally known as Imperial Heralds

Judging by Death of a Silversmith (Shadows of Treachery) Iron Hands were still Iron Hands pre-heresy.

The Emperors Children only got the name once Fulgrim joined his legion on Terra

Not so sure about the others that haven't already been mentioned...

The Death Guard were the Dusk Raiders pre Mortarion anyway, and had one arm painted red on their armour.

The Alpha Legion were the Alpha Legion, but their armour was kind of purple, with elite squads (or just Omegon) in black. Now they seem to have variable colour schemes. Some like the pre-heresy job, some painted to look like scales etc.

The Word Bearers had grey armour, repainted it crimson shortly before the Heresy.

The Emperor's Children wore purple and gold, now there seems to be a lot of pink and black, but they like clashing colours.

Omegon and his Stealth Squad were painted black.
yeah, just reading Legion..

I recommend Lexicanum. It's got all these answers, and it's probably easier to find them there than asking people here.

Yeah, it's worth pointing out that a lot the pre-crusade names were more like nicknames or honorifics which, over time, became their real names.

Sometimes, their primarchs stuck with these names, and sometimes they changed them.

The XIV legion has a tactic of always attacking at first light, and so they became known as the Dusk Raiders, though I'm not sure anyone officially 'named' them - in official records, I get the impression they were just called the 14th. Mortarion's bodyguard of humans on Barbarus were called the Death Guard, and when he took over the legion, that's what he changed the name to.

The XVI became known as the Luna Wolves after pacifying Luna in one of the first steps of the great crusade. It seems like Horus didn't see any reason to change it. In official records, they would have just been known as the 16th Legion...

On the other hand, the XII legion were named by the Emperor as his 'Hounds of War' or similar, which they took as a name. Angron's slave army was called the Eaters of Cities or something so he renamed the legion the Eaters of Worlds.

It seems during the whole of the Crusade/Heresy era that although the names of the legions (pre or post primarch) were used in conversation, most of it is custom. Officially, the legions are referred to by number.