Extension Productivity Power Tools 2015 has the functionality.
It is called Structure Visualizer and can be found illustrated at MSDN blog article under corresponding paragraph.
It adds 3 things:
- colorful vertical lines connecting beginnings and endings of code blocks
- code structure map if editor vertical scrollbar is switched to map mode
- code popups (peek) at vertical lines leaving the viewport or anywhere on the scrollbar map
Colors can be adjusted in items named "Block Structure" located under Visual Studio menu
Tools > Options... > item Environment > Fonts and Colors.