There are. Mars is a little unusual compared to Earth. The daytime sky is reddish brown due to all the very fine dust suspended in it, This is almost the opposite of Earth. And the flip side of this is that it's sunsets are blue.
This is taken from Curiosity.
Curiosity also monitors sunspots using its mastcam, useful when it is the other side of the sun from Earth.
Tracking Sunspots from Mars, Summer 2015 (Animation)
And this is a self portrait of Curiosity with the sun