The closer the sun is to the horizon, the more atmosphere the light has to penetrate. Small dust particles and other pollution in the air cause the blue, indigo and violet colors of the spectrum to scatter to a higher degree than the orange and red colors (Rayleigh Scattering - named for a British Lord, I believe). The more small particles in the air, the more the blues scatter and the more pronounced the red/orange color.

Apparently, I haven't forgotten all of my college physics. I loved those courses.