The sunset looks red because, when the Sun is low, its light travels through much more of the atmosphere to reach you. Air molecules scatter short-wavelength blue light much more than longer-wavelength red and yellow light, so by the end of that long path most of the blue has been scattered away and mostly reds, oranges, and yellows pass straight through to your eyes.
Dust, smoke, pollution, and other small particles in the air also scatter blue light, which is why some sunsets glow an especially deep red across the whole western sky. The same scattering that removes blue light at sunset is what makes the sky look blue during the day.
Source: NASA Space Place: Why Is the Sky Blue? (see the section “What makes a red sunset?”).
Image: Sunset, Ehrenbach, red sky, by Gerda Arendt, CC0, via Wikimedia Commons.
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