Light
diffracts round objects, and diffracts ("bends") more for different colours (due to their wavelength). It's like when you've got the lunar eclipse, and the moon appears red. Red light has a larger (~650nm) wavelength than blue (~475nm) and can diffract more.
So, the reason if you shine a red light at something and its shadow being red is because the red light diffracts slightly round the object. If you put the object very close to the surface the shadow is being projected onto you'll notice that only the edges are red.