Mars is a planet in the solar system where Earth is located.
B.J. was once transported to a Union Aerospace Corporation base on or near Mars by Nazi time travel technology. The Nazis were stealing technology form the UAC and bringing it back to the past in an attempt to win the war.
The ceremony to awaken Heinrich I with the three "Dark Knight hosts" took place during an alignment of Saturn and Mars.
It is possible that Nazis of the New Order have technology to colonize Mars, if they haven't already.
Considering in the New Colossus the player visits a colonised Venus, which requires much more advanced technology to colonise; the colonisation of Mars incredibly likely.
Behind the scenes Edit
Note an image in Mission 3 appears to have 'solar flares' which indicates that it is an image of the sun, rather than the red planet. However it does have certain surface characteristics similar to photos of the red planet (but these are actually sun spots). This same image of the sun appears in Doom, and can be seen as early as the first level, the hanger bays.