Well, I'll speak for Sunni Islam for a bit. Feel free to correct me if you understand differently.
As you might know, there are four major Sunni schools and they all differ in Burqu/Hijab issue. Hanbali school (official and followed Saudi and gulf) requires Burqu as an essential part of Hijab and some say it's only like that in the past 2 centuries when Saudi Arabia first followed this school and it was derived from Saudi Arabian old culture. While Shafe'i (followed in Egypt and other areas) say that Burqu only compulsory if the lady is in a situation that her honor/pride can be compromised (my family follows, generally, that school). Another school (don't remember which exactly) says Burqu is only required if the lady is extremely beautiful that she couldn't pass by without notice.
So, generally, Fred is correct it has more to do with culture and situation than straight rule.
PS. also the black color women wear u usually see in TV is just a cultural thing NOTHING says it has to be black and it's origin is well known.