The colored band should exist at the edge of the screen.  You can trigger this behavior from a layout by using vpmax and picking a viewport.  The screen color should change to black (or whatever you've set up for model space) and the rest of paper space should disappear. To get it back, use: vpmin, double click the border, pspace, or click model in the status bar.

This is one possibility.  To properly demonstrate your problem, if that's not it, then post a screencast demonstrating what you do. If the viewport wasn't maximized, then just zoom extents.