It may vary from state to state, but in general, to be pedantically techically legal, you'd need to paint the can yellow as well before putting diesel into it. I doubt many law enforcement people or fire marshals would really care too much about gas can color for personal use provided you're otherwise using appropriate cans and generally being safe and acting properly.
There is something to be said to following the color conventions to avoid confusion, if for no other reason. It doesn't make for the most productive of afternoons if you fill up your lawn mower or portable generator with diesel instead of gasoline.
Edit: Obviously things are a bit different for non-portable tanks, such as vehicle mounted tanks. Painting is probably not required, but there may be other changes that should or need to be made. Going from gasoline to diesel should be simpler than vice-versa, I think; some basic setups that are legal for diesel are not for gasoline.
