There *can* be. Since pictures speak louder then words... here's some examples:
North Atlantic Blue Lobster (from Maine)
Painted Blue Lobster (from all topical oceans)
(blue) Coral Painted Crayfish (from Australia) - it's actually a lobster, but you know... Aussies always have to be a little different:
There are others too... but those above are most commonly kept in captivity.
Those don't cover the many shrimp (mantis and pistol) that have a blue color and can grow to be a good 6"... nor any of the freshwater crayfish.