Apparently "Araucana, a chicken breed from Chile, and Dongxiang and Lushi chickens in China lay blue eggs." The blue eggshell color is controlled by an autosomal dominant gene SLCO1B3 mapped to a part of chromosome 1. An avian retrovirus EAV-HP is inserted upstream of the gene and in different locations in the various breeds. It is thought that this came about independently of each other, but after its appearance, was selectively bred to continue the production of blue eggs.
Check out the original article posted on a virology blog here:
http://www.virology.ws/2013/09/11/a-retrovirus-makes-chicken-eggshells-blue/
To support it, here is a scientific article:
http://www.plosgenetics.org/article/info%3Adoi%2F10.1371%2Fjournal.pgen.1003183
Have a great week!
- Charles Quinto