Showers of blood falling from the sky may sound like something out of a Hollywood horror film, but such scarlet-tinted rains have been reported since ancient Roman times. Though they often horrified the people they fell upon, these rains were not actually blood—they were caused by dust or sand blown into the atmosphere and carried long distances by strong winds, eventually mixing with rain clouds and coloring the rain. In Europe, these red rains are usually dyed by dust carried across the continent from Saharan sand storms. (Other colored rains have also been spotted and seem to be caused by similar sources: pollens can create a startling yellow rain, dust from coal mines and ominous black rain, and some dusts a milky white rain.
http://www.livescience.com