There are several pigments that make up feather colour in birds. The one that is however probably the most important is melanin.

Melanin creates the black areas in feathers. This is where almost all dark variations of birds get the term "melanistic" from. These birds over produce melanin.

What melanin does is increase feather strength in two ways. Firstly it makes the feather more ridgid. This is a good characheristic for a flight feather. The second thing is that it makes the feather more resistant to wear.

For that reason, most sea birds and other birds that spend long periods of time on the wing have dark wing tips or all dark wings.