It's hard enough taking good low-light photos, but it's even harder getting great colour out of it. Imre, a user on question-and-answer site Stack Exchange, offers a few clear solutions to the problem.
The trick is very easy, actually: bring your own lighting. The existing orange sodium-vapor lighting is missing important parts of colour spectrum, so those colours will never be reflected from anything. Filtering will only further reduce the colours available for recording.
The "good" examples in the question look very much like one would get with a couple of off-camera flashes. I would also bring a softbox, beauty dish or umbrella, although the photos here seem to do without (considering the harsh shadow on woman's cheek / man's chin).
You could try setting your camera to Tungsten white balance and using a CTO (or CTS) gel on your flash to reduce the orange-ness of ambient lighting.
And if using your own lighting is not an option, there's always the classic alternative - ditch colours altogether by processing the photos in black and white.
The unfortunate reality is that there is no magic trick, unless you plan to manipulate the colours in post. If you want to see a wider and more natural colour variety you'll have to ensure the right light is present so more of the colour spectrum is reflected.
How do I get good colours when taking pictures in the city at night? [Stack Exchange]