Every species of crayfish and lobster can be blue. It is one form of albinism. The more common ones are the P. alleni, which is the Florida Blue, the other more common one is P. clarkii, the red swamp caryfish that most people eat in cajun restuarnts.

P. clarkii is one of the easiest to keep, and is quite hearty. I am experimenting with keeping a pair in one of my tilapia tanks. Mine are orange though, not blue.

Austrailia has blue crayfish as well. Good eating, and they get much larger than the US species. Many of the blue crays seen in petstores are actually these.