A couple possibilities in Zone 6 are:

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Lee's Dark Purple

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Wojnar's Purple

no this is a real dark magenta or burgandy

a book or two has been written about the history of the collection and cultivation of rhododendrons - a book could probably be written about the history of describing rhododendron colors!
Magenta in my opinion is a far too easy color to find in rhodies.
First of all you have to define magenta:
http://en.wikipedia.org/wiki/Magenta

In my experience, when talking about magenta, most horticulturalists mean what they describe as the "magenta dye" color on that wiki. Most typified by the color of various perennial Geraniums. You underscore this by saying "burgandy" which is a different color, but closer to a red than a purple:
http://en.wikipedia.org/wiki/Burgundy_(color)

well if thats what you want, many rhododendrons have it to some degree, and getting rid of it in hardy reds has been a quest of breeders for over 100 years!

The funny thing is at a certain point this all becomes hopelessly subjective. Hank S. of Rarefind disparaged a test cross plant of his because it was "too blue" a red. Well, to my eyes it was a much finer "bluish red" than the horrible, muddy magenta/cerise-red of 'Nova Zembla', which might be what you are looking for but I find hideous. NB that you can google images Nova Zembla and see 20 different shades. You have to experience it in person. Really, almost every shade of red is either a little orangish or a little purplish, except the "one true red" which is (255,0,0) in RGB. Some flowers have it but I'm not sure many reds rhodies have it...even the "good reds" I've seen are a little one way or another. My 'Vulcan' appears orange-red when the sun is shining through the flowers but slightly bluish-red in the shade.

If you have a nearby university or horticultural library, you might want to find the book "Rhododendron Portraits" by Van Gelderen and Van Hoey Smith. I general find the colors in this book accurate when I compare the photographs to the handful of plants I own. (you can't trust the web because a lot of sites haven't calibrated their images) Perhaps they used the special Kodak film created for color accuracy, which probably isn't even available anymore. I assure you every shade of magenta through cerise, however ghastly, has at some point existed in the world portfolio of rhododendron hybrids.

Here is a link that might be useful: http://www.amazon.com/Tales-Rose-Tree-Ravishing-Rhododendrons/dp/0007129963/

davidrt28 is revealing the truths about rhododendron collectors. They call a plant they don't like, mauve; I prefer to call it orchid color. However, they will call lavendar plants blue and cream plants yellow. Go figure.

Getting back to your question, here are a couple of the darkest magenta colored rhodies:

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Edith Bosley

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Olin O. Dobbs

Hope this helps.

Color names are notoriously imprecise; I would call both Olin O. Dobbs and Edith Bosley purple rather than burgundy, although Edith has a touch more red. The only rhododendron I've seen growing on the east coast with what I would call true burgundy flowers is Sefton/Sefton Affinity. Aside from the unusual flower color, this is not a great plant and is rarely listed for sale any more.

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Sefton

Much as I prefer the non-traditional rhody colors (at least non-ironclad) of bright red, as yellow as we can get on the east coast, etc. etc. I still want to have a few of these kind of colors. The 2 I really can't stand: the muddy cerise of Nova Zembla, or the lavender-blue of various "blue" rhododendrons. 'Slam Dunk' from Rarefind flowered for me this spring and I was happy with the color: a reddish-purple more than a purplish-red, but clear and "pure"...and definitely more red than the than purple ironclad and therefore more interesting. The standard purple ironclad makes me think of "funeral home landscaping" or "old lady in the neighborhood who screams at the kids who cross her front yard landscaping" so I'd rather not have it in my garden.

(sorry, Hank, gonna have to steal a picture link from you but at least I won't inline it so people have to cut and paste:
http://www.rarefindnursery.com/images/pictLarge/Slam_Dunk.jpg)

I never cease to be amazed at some of the preferences of rhododendron collectors. They complain about the bluish tinge in reds and pinks, but then try to raise blues that have tinges of red and pink. There are some very nice blue Augustinii's on the west coast and some good strong yellows, but in the East people still raise lavenders and creams and try to call them blue and yellow.

I thoroughly enjoy my ironclads. I do have a Jean Marie de Montague which is one of the most pure reds, but it is an ugly plant in the East. The leaves are always winter and sun damaged. On the other hand, my Nova Zemblas with their "muddy"(which translates to a slight blue cast) reds grow in full sun and are admired by everyone and have truly great leaves and plant habit the other 49 weeks of the year.

Our ARS Chapter at Valley Forge has both collectors and landscapers. One nurseryman in the chapter that specializes in landscape sized plants says that he raises most every rhododendron variety, but that even the most sophisticated landscapers stick mostly to ironclads because they know the customer will be satisfied 12 months of the year, not just during bloom time and that they will succeed in full sun.

Yes, you have a point. The ironclads have their place. I just think as a "collector" there's little point in "collecting" what is already 3, 5 and 9 doors down in the neighborhood. Which is more ironclads! The people frequenting gardenweb seem to be about 75% HD shopper level and 25% specialist nursery level so I'm not arguing against recommending them to the former group.

Of course this is all subjective but there's more going on with Nova Zembla than merely being a bluish-red. It's really a dark bluish-pink. Hank dismisses a slew of reds as being "too blue" than looked MUCH better than Nova Zembla. Nova Zembla to me looks like a raspberry color of paint that has been diluted with a gray shade of paint. Even 'Francesca', which was in full bloom a few weeks ago at Rarefind, is easily an improvement over it...and is hardy to -15F so almost as tough as the ironclads.

http://www.rarefindnursery.com/index.cfm/action/productdetail/product_id/2749.htm

Well I wasn't meaning to start an argument, just give another perspective on this interesting topic.

Here is a link that might be useful: {{gwi:390219}}

Worth saying too, I don't completely disdain these colors, I just don't like them in something as large and dominant in the landscape. I have a Paeonia mascula that is a bright cerise-pink that I would not like in a rhododendron. Looks just like the attached pic.

Here is a link that might be useful: {{gwi:390220}}

My Nova Zembla is in full sun, southern exposure, and that minimizes the blue you get in shade. When judging flower colors you need to do it in different locations and in different lighting. A sunny day but in the shade equates to blue. Hence you need a yellowish red to get something that looks red.

Here are photos of Jeane Marie de Montague, Nova Zembla, and Francesca taken on bright cloudy days (no blue sky) within the first 5 days of opening. Jeane Marie de Montague is the defacto standard red.

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Jeane Marie de Montague

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Nova Zembla

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Francesca