When the Sun is setting in the west, its light passes through hundreds of miles of atmosphere—becoming extremely red in the process—before hitting the clouds above you. Shorter blue wavelengths bounce off the air and go off in other directions. This is why the sky is blue—it reflects blue light. White clouds reflect all colors, so when red light shines on them, they look red, too. If there are storm clouds to your west, the red sunlight is stopped before it can get to you, and the sunset doesn’t look particularly red:
