Scarlet gaura is a fairly common herb growing in the central and western United States. Part of the evening primrose family, Onagraceae, it seems to have a variety of color shades. A quick search yields photos of truly scarlet flowers to pink and then white varieties as well.
It seems that this plant can be a bit weedy but it has drought tolerant attributes that would lend it to be good in a garden. I might have to add it to mine one day!