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The physical process that cause the blue color of dust nebulae (like those in the Pleiades) can be demonstrated by a splendid experiment mentioned in The Feynman Lectures On Physics. You need just a beaker (or an ordinary glass) and two common chemical substances, dilute sulfuric acid (H2SO4) and sodium thiosulfate (Na2S2O3), hypo used in photography to fix developed films. Be cautious while handling the acid – though dilute, it's still caustic. The other slight drawback of the demonstration is that a chemical reaction produces smelly sulfur oxid but luckily in a negligible amount.
If you mix three teaspoons of the thiosulfate into one liter of water and add a dozen drops of the acid, you get a colorless and clear liquid which doesn't look much remarkable. However, after a few seconds it gets light blue. The color first becomes brighter, then fades, and the liquid finally gets a milky appearance, being cloudy and white (if it's yellow, the acid or the thiosulfate solution were too concentrated and the experiment should be repeated).
These changes are due to the scattering of white light on grains of sulfur which are being eliminated from the mixture and gradually grow in size. At the beginning, they are tiny and intensity of the scattered light is inversely proportional to the fourth power of its wavelength. This means that blue light with the wavelength of 450 nm is preferred against red light, which typically has 650 nm, by a factor (650/450)4, roughly 4.4. The same process, called Rayleigh scattering, is responsible for sky blue of the Earth's atmosphere. In this case, sunlight is scattered by another type of inhomogeneities, microscopic density fluctuations which arise from the chaotic thermic motion of molecules. When dimensions of the motes become comparable with the wavelength, the scattering is still selective but not so much. Approximately, intensity of the scattered light is now inversely proportional to the wavelength itself. This applies to dust particles in reflection nebulae or cigarette smoke. At the end, the sulfur grains are so large that they no longer favor any particular wavelength of the optical spectrum and the scattered light is white. An everyday example are water droplets in sunlit clouds.
To make the demonstration really impressive, put the beaker on an overhead projector and mask the rest with a sheet of opaque cardboard which has a hole in it fitting the beaker's bottom. Such an arrangement ensures ideal lighting and first of all allows you to watch the light that passes through the solution and appears as a bright spot on a screen. Being increasingly impoverished of the blue constituent scattered aside, it changes from white through yellow and orange to red, and finally fades away, just like the sun setting in evening haze. Similar reddening (in actual fact de-blueing, as David Malin points out) affects the light of stars observed through interstellar dust.
I am afraid that an overhead projector, an optical device frequently used by lecturers in 1990s, when this article has been written, are gone. Any idea of a substitute?
My thanks to Jirka Dusek, who skilfully mixed the drink for my lectures about the Pleiades and their reflection nebulae.