Once in a blue moon. being blue in the blue hour, and then: '**** it to blue blazes!' - out of the blue, one may be just out of the blues.
For the true blue feeling gone, walking away into the wide blue yonder. leaving nothing but the blue devils themselves who just keep on talking a blue streak till one gets into a blue funk.
Like blue blazes, black-and-blue again one gets stuck in one's own blue chamber between the devil and the deep blue sea, being blue around the gills, keep on listening to the blue note over and over again.