My natural hair color is the color of a dirty penny, but my eyebrows are a dark brown, almost black; ergo, they've never matched. I vacillate between auburn and dark brown hair and have been considering lightening my eyebrows next time I color my hair. (I'm afraid to do this myself, though.)
I used to be a bright, wholly unnatural redhead and since I assumed everyone could tell I didn't grow it out of my scalp, the eyebrow thing didn't matter. But when I look back at old pictures, I really, really liked that haircolor (red's actually very flattering to my skintone), but the dark brow stuck out too much. I don't think eyebrow and haircolor should match exactly, but if you're going for a natural look, they shouldn't be too far off.