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