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be in a (blue) funk - to be very worried or unhappy about something.
He's been in a real funk since she left him.

between the devil and the deep blue sea - if you are between the devil and the deep blue sea, you must choose between two equally unpleasant situations.
Our country is caught between the devil and the deep blue sea - our
leaders cause great suffering, but an invasion aimed at overthrowing
them would bring many other problems
Etymology: based on the idea of being trapped between a
ship's devil (= a piece of wood or a joint on a wooden ship that is
difficult to reach) and the water

black and blue - if a person or part of their body is black and blue, their skin is covered with bruises (= black marks caused by being hit).
He was beaten black and blue at boarding school.

blue blood - someone who has blue blood is from a family of the highest social class.
He has a fair bit of blue blood coursing through his veins.

blue-blooded - blue blood - someone who has blue blood is from a family of the highest social class.
He comes from the blue-blooded section of the ruling classes.

blue-collar - a blue-collar worker is someone who does physical
work, often in a factory. Blue collar workers in the factories and
shipyards were demanding wage increases. (always before noun)
They are hoping the new factory will create many more blue collar jobs. (= jobs for blue collar workers)

a blue-eyed boy (British & Australian, American & Australian) -
a man who is liked and admired by someone in authority.
He was very much the blue-eyed boy in the office.

a bolt from the blue - something that you do not expect to happen and that surprises you very much.
The news that they had got married was a bolt from the blue.
He seemed to be very happy in his job, so his resignation came as a bolt out of the blue.

Quinn's announcement that he is quitting came like a bolt from the blue.
Etymology: based on the idea of a bolt (= flash) of lightning that comes suddenly from the sky

the boys in blue (British & Australian) - the police.
The boys in blue were round again last night, asking about you.

into the wide/wild blue yonder (literary) - if you go into the wide blue yonder, you go somewhere far away that seems exciting because it is not known.
I have a sudden desire to escape, to head off into the wide blue yonder and never return.

once in a blue moon - very rarely.
My sister lives in Alaska, so I only get to see her once in a blue moon.

I don't know why I bought that CD-ROM for my computer - I only ever use it once in a blue moon.
Once in a blue moon I'll have a beer with friends, but it's not my regular drink.
Etymology: based on the informal phrase blue moon (= the second time in one month that you can see the full disk of the moon )

out of the blue (British, American & Australian, American & Australian) - if something happens out of the blue, it happens suddenly and you are not expecting it.
Then one day, completely out of the blue, I had a letter from her.
The invasion came out of a clear blue sky and caught everyone off guard.

scream blue murder (British, American & Australian, informal, American & Australian, informal) - to shout or to complain very loudly.
Readers screamed blue murder when the price of their daily paper went up.
Someone took the child's ice cream away and he started screaming bloody murder.

swear up and down (American & Australian, British & Australian, Australian) - to say that something is completely true, especially when someone does not believe you.
He swore up and down that he'd never seen the letter.
If I ask her, I know she'll swear blind she locked the door.

He swore black and blue he had nothing to do with the missing money.

talk a blue streak (American) - to say a lot very fast.
She talked a blue streak and we just had to listen.

true-blue (American & Australian) - if someone is true-blue, they support something or someone completely.
Tom's true-blue - he won't let us down.
They want control of the company to remain in true-blue American hands.
until you are blue in the face