What is it called when colors are ociated with sounds or music?

My music teacher told me last year that there is a condition (dont know what else to call it) where people go to an opera or something and think to themselves such things as "That was a very blue piece of music" I know it is mildly uncommon and he also told us some think Beethoven had something of the sort. In the one of his symphonies that goes dun-dun-dun-duuuuuuun.....dun-dun-dun-du… or something like that he imagined all these colors splatting up against the wall as if he were seeing it from perspective of the wall if that makes sense