Salmo
Here's what I could find
It's like blue balls your either sad you ain't getting any or your blue from pain.
The term blue law may have been first used by the Reverend Samuel Peters (1735–1826) in his book General History of Connecticut, which was first published in 1781, to refer to various laws first enacted by Puritan colonies in the 17th century which prohibited the selling of certain types of merchandise and retail or business activity of any kind on certain days of the week, usually Sunday.
Contrary to popular belief, there is no evidence to support the assertion that the blue laws were originally printed on blue paper. Rather, the word blue was commonly used in the 18th century as a disparaging reference to rigid moral codes and those who observed them (e.g., "bluenoses", blue movies). Moreover, although Reverend Peters claimed that the term blue law was originally used by Puritan colonists, his work has since been found to be unreliable, and it is more likely that he simply invented the term himself.[5] In any event, Peters never asserted that the blue laws were originally printed on blue paper, and this has come to be regarded as an example of fake etymology. Another version is that the laws were first bound in books with blue covers. (See related article: Blue laws)