During the day the sun warms the surface of the Earth and creates wind which lifts dust particles into the air and upper atmosphere. The intense red and orange hues of the sky at sunset are mainly caused by the scattering of sunlight across these particulates floating around. This phenomenon can be further explained through scientific understanding as the process of Discrete Dipole Approximation, the Mie Theory or in some cases by the Rayleigh Scattering of sunlight by air molecules rather than dust particles (Rayleigh is responsible for why the sky is blue).
Sunset goes through many stages of brilliance as the sun disappears. Some of them most intense moments only last for seconds - after I had got back in the car from taking these photos all of the dark reds and oranges had already faded. You can see more of my sunset and sunrise pictures here.