Lunar eclipses occur when the moon passes through Earth's shadow, so to us it looks like this.
This diagram is how it would look like, if you just happened to be abducted by aliens and as you were looking at your home planet become smaller and smaller and saying goodbye, and at the same moment there was a lunar eclipse going on. (I don't know what made me write that.)
To put it simple, the sun, the earth and the moon line up in a straight line. (like the opening of "2001; a space odyssey", right?)
uhh... yes, so that's the eclipse.
anyway, the shadow that's looming over the moon in an eclipse is that of Earth's.
When you process a couple of shots from an eclipse,you can actually "see" Earth's shape!
By the way, if you happened to be on the moon when there was a lunar eclipse, it would be like a solar eclipse on Earth- the earth blocks the sun's light, so it'd be like night. But Earth's atmosphere refracts red light, so it would look reddish in color. that's the same reason the moon looks red when it's completely hidden, as in the photos above.