Not just differences between mills, there can be differences even within the mill. Just like when you buy 2 cans of paint they can be different shades; I'm sure dyes from different lots can be off a bit as well. Not to mention the hair from one sheep might be more receptive to the color than another and natural pigmentation differences between different batches of wool can skew the color a bit. Quality control would keep the variations within the mill to nearly unnoticable levels but, as James said, if you want something to match EXACTLY (flashes, plaid, etc) it needs to come off the same bolt.