Prompted by a question in a comment by Joakim Poromaa Helger I came up with this approach to emulate Rayleigh scattering (the effect that turns the sky blue and the sun red at the same time) in Cycles: by combining a transparent and a glass shader.
In the picture above there is a bright white sun on the right. In a material that exhibits Rayleigh scattering (like air) blue light is scattered more than red light. That means that light traveling from a lightsource through such material will be tinted red because blue light is scattered to all sides. In a direction away from the direct path of the light we see just this scattered blue light and not (or much less) the direct light.
Now if we combine a red(ish) transparent shader with a blue(ish) glass shader, the transparent shader will cause some of the light to be passed through the object without regard for index of refraction and give it a redish hue, while the glass shader will pass some (refracted) blue light through and reflect some. (In the sample picture I have turned off caustics because that takes forever to give a good quality render but also because in this setup caustics exhibit a blue color while it should be redish as well). The node setup looks like this:
We achive the caustic coloring by arranging that the camera sees the blue glass shader while any object receiving diffuse light (like the floor) sees a red glass shader, a distinction we can make with help of the light path node: