Hydnellum caeruleum (and a few H. suaveolens) - will dye blue with alum.
*H. caeruleum has an orange base, H. suaveolens does not and has white and blue striped flesh)
Echinodontium tinctorium! I found the exact same fruitbody I saw last year. It's an old fruitbody from a few years ago. Last year, I didn't know what it was for sure so I broke a piece off (missing chunk on right side). It will dye shades of orange with alum (here are last year's results). Now I have about 10 pounds of it!
Suillus lakeii - will dye yellow with alum.
I also saw some non-dye fungi:
Clavariadelphus truncatus (actually does dye, but I only saw one of them)
Giant Amanita muscaria