Moody Blues

“Once in a blue moon” is a traditional expression meaning “once in a great while.” Here’s the entry on this saying from the American Heritage Dictionary of Idioms:
Rarely, once in a very long time, as in We only see our daughter once in a blue moon. This term is something of a misnomer, because an actual blue moon—that is, the appearance of a second full moon in the same calendar month—occurs ever 32 months or so. Further, the moon can appear blue in color at any time, depending on weather conditions. [Early 1800s]
But the Oxford English Dictionary gives as its first definition the literal meaning:
A moon (real, depicted, or imagined) that appears blue. On rare occasions the moon can appear distinctly blue owing to the presence of smoke or dust particles in the atmosphere.
Only with the second definition do we get the figurative meaning: “A long or indefinite length of time; a rarely recurring period or event.” The OED cites this as its first example, written in 1821: "How's Harry and Ben?—haven't seen you this blue moon.”

Then it defines “once in a blue moon” as “rarely, exceptionally” and gives the first example from 1833: “We are no advocates for the eternal system of producing foreign operas to the exclusion of the works of English composers, but once in a blue moon such a thing may be allowed.”

Finally, it has an extensive note on modern American usage which makes clear that the definition provided by the Dictionary of Idioms is not the one intended in the early 19th century:
           U.S. Originally: the third full moon in a season which (exceptionally) contains four full moons (each season, as defined by the mean sun, normally containing three full moons) (now hist.). In later use: a second full moon in a calendar month.
           As shown in Sky & Telescope (1999) May 36–8, the later use of the term originated in a misunderstanding of the source of quot. 1937   by the author of quot. 1946. A blue moon in the original Maine Farmers' Almanac sense can only occur in the months of February, May, August, and November. In the later sense, one can occur in any month except February. This later sense gained currency from its use in a United States radio programme, StarDate, in 1980, and its inclusion in the game Trivial Pursuit in 1986.            Earlier occurrences of the sense given in the Maine Farmers' Almanac have not been traced, either in editions of the Almanac prior to 1937, or elsewhere; the source of this application of the term (if it is not a coinage by the editor, H. P. Trefethen) is unclear.

           1937   Maine Farmers' Almanac Aug. 21/2   This extra moon had a way of coming in each of the seasons so that it could not be given a name appropriate to the time of year like the other moons. It was usually called the Blue Moon. There are seven Blue Moons in a Lunar Cycle of nineteen years.
1946   J. H. Pruett in Sky & Telescope Mar. 3   Dr. L. J. Lafleur quotes an explanation found in the Maine Farmers' Almanac for 1937... Full moons of the year were given names..provided there was only one per month. These names were as follows: Moon after Yule, Wolf Moon, Lenten Moon, [etc.]... But seven times in 19 years there were—and still are—13 full moons in a year. This gives 11 months with one full moon each and one with two. This second in a month, so I interpret it, was called Blue Moon. 
So the supposed origin of the expression “once in a blue moon” has nothing to do with astronomy and everything to do with condition of the atmosphere on rare occasions.

So rare is this condition that some people suppose that the expression is “once in a blue mood.” You can read a number of examples in the Eggcorn Forum.

To have the blues is to be moody so it's not surprising that “blue” should be more readily associated by some people with “mood” than with “moon.” Of course the variant lacks the intended meaning since blue moons are all too common among many people. Note that the examples given in the Eggcorn Forum refer mostly to happy events, not depressing ones.

In popular music blues are often sad, but upbeat songs can be written in blues form as well, as noted in this statement on Wikibooks:
Many blues songs also deal with the topics of personal pride, defiance, or other powerful emotions than woe such as love or anger. While blues lyrics seldom turn to extremely happy topics, they are often uplifting and empowering or humorous. It cannot be said that blues is a 'sad' genre. The blues are a way of dealing with sorrow, rather than wallowing in it.
My favorite allusion to “blue” meaning “sad” is in the title of Duke Ellington’s classic  Mood Indigo (1930).

When the slightly racy stage play The Moon is Blue was made into a film in 1953 it caused a controversy which helped break down the prudish Hollywood Production Code.  “Blue” can also mean “erotic” when it refers to reading matter or movies.

Isn’t the moon supposed to be made of blue cheese? Nope—green cheese; but not in the way you might suppose.

But a lot of blue movies are cheesy.

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