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Rayleigh scattering occurs when light scatters off of small particles in the atmosphere. Rayleigh scattering is isotropic and favours shorter wavelengths which means that blue light is more likely to scatter than red light. During the day, this is the reason the sky is blue as the blue wavelengths tend to scatter off of particles in the atmosphere and into our eyes while the red wavelengths pass by over head. However, when the sun is setting, the light must travel through more atmosphere and so the blue wavelengths are scattered away from our sight, while the red wavelengths are left to propagate through the atmosphere and into our eyes. It is because of the relative amounts of each wavelength that we perceive blue or red versus when we perceive white which is a mixture of all "colours". Red light is least scattered by the atmosphere, therefore mostly red light penetrates the graeter thickness of atmosphere that light travels through at sunset. Blue light is most scattered by the atmosphere, that's why the clear sky is blue in the daytime. Sunsets are red because the sun is at a lower tilt and the electromagnetic waves have more atmosphere to travel through before it gets to you eyes so it has a longer wavelength, making it appear a reddish color.
check this out http://ocw.mit.edu/courses/physics/8-02-electricity-and-magnetism-spring-2002/video-lectures/lecture-30-polarizers-and-maluss-law/
It can also be due to the pollution or volcano dust that is in the air too, which acts like particles.
Light is scattered best by particles (or density fluctuations in the air) that are about the same size as the wavelength of light. Since there are always more smaller particles than larger, and more smaller density fluctuations than larger, it follows that shorter wavelengths (towards the blue) will always be scattered more than longer wavelengths (towards the red). As pointed out above, if you look at the Sun through the atmosphere, you are looking at the light that has NOT been scattered by traveling through 8000 miles or so of atmosphere. It will be more red than blue.