Take this lens I have for example, it has red values on the distance scale (not sure what do you call it exactly) next to the focus ring. What does these values mean?
EDITED FOR 2 CASES
If the markings show aperture values, those are hyperfocal-distance markings. It lets you know where the hyperfocal distance is at each full F-stop.
For example, one of the lines has a 16 in red next to it. That will let you set the focus to the hyperfocal distance at F/16.
If you do not know what the Hyperfocal-distance is you can read this short article. It even has a calculator to calculate the distance for you.
If the markings show focal-lengths, those are infrared focusing lines. They are used to adjust your focus for infrared photography.
That seems to be a DOF-marker for the different focal lengths, like there used to be markers for the aperture. The longer the focal length, the shallower the DOF. Edit: (make that "the shallower the relative DOF becomes" (due to magnification, thx ysap)).
Take http://www.kenrockwell.com/canon/lenses/28-135mm.htm, there you can see that it is "28,", "35", "50", "70" and "135".
Edit: Jukka Suomela actually read the article (and did not only look for a clearer picture, like me) and pointed out that Ken mentions them as infrared focus markers. That clearly makes a bit more sense.