Ultraviolet-visible spectroscopy readily discerns the two types of melanin pigments (eumelanin and pheomelanin), although fundamental details regarding the optical properties and pigment heterogeneity are more difficult to disentangle via analysis of the broad featureless absorption spectrum alone. We employed nonlinear transient absorption spectroscopy to study different melanin pigments at near-infrared wavelengths. Excited-state absorption, ground-state depletion, and stimulated emission signal contributions were distinguished for natural and synthetic eumelanins and pheomelanins. A starker contrast among the pigments is observed in the nonlinear excitation regime because they all exhibit distinct transient absorptive amplitudes, phase shifts, and nonexponential population dynamics spanning the femtosecond-nanosecond range. In this manner, different pigments within the pheomelanin subclass were distinguished in synthetic and human hair samples. These results highlight the potential of nonlinear spectroscopies to deliver an in situ analysis of natural melanins in tissue that are otherwise difficult to extract and purify.