Coherent (Rayleigh) scattering is the interaction of photons with matter at low energies. Coherent scattering is inversely proportional to the wavelength of the photon to the fourth power (λ-4). Therefore, blue light (smaller wavelength, higher frequency, higher energy) is more likely to undergo coherent scatter when passing through the atmosphere than red light (longer wavelength, lower frequency, lower energy). When you look at the sky away from the sun, more blue photons undergo coherent scattering towards your eye, causing the sky to appear blue.
The converse is true for why the sunset is red (fewer red photons scatter away from your vision).
There is no loss of energy in the photon when undergoing coherent scatter and the particle with which the photons interact is left unchanged.
Photon interactions in water include (from lowest to highest energy): coherent scatter, photoelectric effect, compton scattering, and pair production. Coherent scatter occurs at energies well below diagnostic or therapeutic beam energies and is proportional to E4. Photoelectric effect predominates up to approximately 25 KeV and is proportional to Z3/E3, after which Compton scattering becomes the predominant interaction (proportional to E and the electron density of a material). Because photoelectric interactions are proportional to Z3/E3, there is good contrast between bone (high Z), soft tissue (low Z), and air (very low Z) on X-rays and CT scans. Above 25 MeV, pair production becomes the predominant photon interaction, replacing Compton scattering. Pair production is proportional to Z and E above energies of 1.022 MeV, the rest mass of one electron and one positron.
Clinical pearl: Because all therapeutic beams have an average energy above 25 KeV and below 25 MeV, Compton scattering predominates in radiation therapy.