On Food Detectives they were talking about natural food dyes and the red food dye ingredient is cochineal or carmine. Cochineal is a beetle from Central and South American and they crush the carcasses of the bugs which produces the red color. It's been used for centuries as a dye.
Its found in dozens of foods, beverages and cosmetics. FDA requires they list the ingredient caochineal or carmine because some people may be allergic to it. It's not found in Kosher products because dietary laws prohibit insects or parts in foods.
At the end Ted Allen held up a piece of red velvet cake, but some recipes call for beet juice to give it a red color.