Learn to identify the different blue birds...
Many bird species are blue, but in the US, only three are called bluebirds (in one word!): the Eastern Bluebird, the Western Bluebird, and the Mountain Bluebird. Others may be blue but they are not bluebirds.
Check out below the pictures and the distribution map (all from www.allaboutbirds.org) to help you determine which ones are possible in your region. Note the size of the bird, the shape of its beak, and what other colors appear in its plumage (wings, head, throat, chest, belly, tail). I have included deep blue as well as gray-blue birds.
Insectivores - Birds with a thin bill
Other smaller ones (warblers, nuthatches, etc.)
Omnivores - Birds with a strong conic bill
Piscivores - Birds with a long bill
Bluebirds
They are about 16-21 cm (6.3-8.3 in) and have a thin bill adapted for an insectivorous diet.
Swallows and Martins
These birds are also insectivorous but catch their prey while flying, and several features of their bodies are shorter: legs, beak, and neck. They look like they have no neck and a flatter head. They measure 12-20 cm (4.7-7.9 in).
In Cliff Swallows, males and females cannot be distinguished based on their plumage.
In Cave Swallows, males and females cannot be distinguished based on their plumage.
Other blue(-gray) insectivorous, but smaller, birds
These range from 10-14 cm (3.9-5.5 in) and also have a thin bill.
In Blue-gray Gnatcatchers, males and females cannot be distinguished based on their plumage.
In Red-breasted Nuthatches, males and females cannot be distinguished based on their plumage.
Buntings and a Grosbeak
Although these birds can have diet that mainly consists of insects during the summer, their strong beak allows them to also feed on seeds, grains, buds, and twigs. The blue grosbeak measures 15-16 cm (5.9-6.3 in), whereas buntings are generally small birds, ranging from 11-13 cm (4.3-5.1 in).
Jays and Scrub-Jays
With a beak longer proportionally than that of a bunting, but still stronger than that of insectivores, these birds are adapted to eat a variety of food from insects and seeds to acorn, other bird's eggs, nestling birds, and injured small mammals. There does not seem to be a predominant category and are therefore considered true omnivores. There are also much bigger birds, between 23-34 cm (9.1-13.4 in). Males and females cannot be distinguished based on their plumage.
Kingfishers
This is the blue bird with the longest beak; its length is about the same size as its head. Kingfishers eat mostly fish but can also go after crayfish, insects, small mammals, amphibians, vulnerable small birds, and berries. They are just as big as jays, between 28-35 cm (11-13.8 in).