One of the effects of volcanic ash in the atmosphere is to scatter light.  When only longer light waves reach the earth, the blood-red sunsets associated with volcanic explosions are observed.

More unusually, if the particles suspended in the atmosphere are all of a particular size, rather than a mixture, the sun and moon can turn blue.  This phenomenon was seen in Britain when Krakatoa erupted in 1883:

Clouds of dust hung suspended in the stratosphere for months, causing strange after-effects.  All over the world, the most beautiful sunsets were witnessed.  In Paris, New York, London, and Cairo, the setting sun appeared blue, leaden, green and copper-coloured.  At night, the moon and stars appeared green. –  August 1963 issue of Popular Science