I'm rendering out some images that include pyro, but the render preview/mplay show a different look than what the viewport and rendered files look like, especially with shaders. The pyro in the rendered files/mplay export look like what is seen in the viewport.

How can I fix this?

I'd guess it's just a different gamma correction applied on top of your viewport vs render
(more precisely gamma correction on mplay and possibly IPR and no correction on viewport and viewing rendered file from disk without correction too)

go to Edit/Color Settings…/Color Correction and make sure that all the checkboxes are checked

on top of that you can always see the gamma settings in correction toolbar
for mplay and IPR it is at the bottom by default
for viewport click on viewport name and check Correction Toolbar

saved rendered files are by default without baked in gamma correction (which is correct for linear renders) so it's your responsibility to view them with correct gamma LUT

or if you want to bake the gamma to renders you can add vm_gamma property to your mantra ROP

I think this topic can help you :
http://www.sidefx.com/index.php?option=com_forum&Itemid=172&page=viewtopic&t=28315&highlight=Lewul [sidefx.com]

Thank you both for the replies and the links!

All I needed to do was set the gamma to 1 and everything matched up.