The Red Martians may be the Anasazi, the “ancient enemies” or “ancient foreigners” of the Navajo. Their cities bear some resemblance to Anasazi ruins.
They may also have come from the civilisation represented on Earth by the so-called ‘Lost City of Z’ in what is now Matto Grosso of Brazil. The Red Martians’ mythology says that their oldest ancestors lived in a forest (or rather “a place of tall plants”, forests and indeed trees being unknown on Mars). Whether this refers to the Amazon, or to a now-disappeared forest of Mars, is disputed.
Some religious scholars assert that they are the Lost Tribes of Israel.
Whatever the truth, how they came to Mars is unknown.