I'm not aware of any ribbon pen clips in blue, but that doesn't mean there aren't some out there somewhere.
I use these generic ribbon clips with an appropriately colored wood or acrylic blank.
http://penkitsuk.com/node/49
They are available in chrome & gold, so one possibility would be to use one of these clips on a blue acrylic blank, a blue mahoe wood (although they aren't true blue) or a blue-dyed wood blank.
Unfortunately, the only source for these generic ribbon clips that I've found is in the UK, so shipping is kinda high if you only need a few. I don't have any chrome on hand right now, but if you'd like to try a gold one, send me your address and I'll mail you a couple.
Edgar