For a scientific explanation, or at least a review of theories relating to the phenomenon of synesthesia (see the preceding post), the above link leads to a discussion (at Live Science) of the brain and “how perception works” including conjecture that synesthesia may be something that we are all born with and which we lose as we become older. It was certainly real enough to Scriabin and Rimsky-Korsakov (and, apparently, Franz Liszt).

Wikipedia also has an extensive page on synesthesia here with an enlarged range of stimuli; they also have links to other resources related to the phenomenon on the web (including one to take a test to see if you are synesthetic).