Maple trees do have chlorophyll in their leaves. In certain seasons (e.g. fall), however, their leaves appear red, orange, yellow or other coloured, because this chlorophyll is either degraded, or present in meagre quantities compared to anthocyanins or carotenoids or other pigments (those responsible for the different colours of leaves). During fall, when the leaves change colour, the food material stored inside them is mobilised to move to other plant parts. This is right before the leaves are shed.

You could follow this link for a better understanding of what goes on in the leaves in fall: http://en.wikipedia.org/wiki/Autumn_leaf_color