severe Puritanical code said to have been enacted mid-17c. at the founding of New Haven and Connecticut colonies, 1781; of uncertain signification, perhaps from the notion of coldness, or from one of the figurative senses in blue (adj.1). Blue was the color adopted by 17c. Scottish Covenanters (in contradistinction to the royal red) and hence the color for a time acquired an association with strictness in morals or religion. Or perhaps connected to bluestocking in the sense of "puritanically plain or mean" (see bluestocking, which is a different application of the same term); the parliament of 1653 was derisively called the bluestocking parliament.
The assertion by some writers of the existence of the blue laws has no other basis than the adoption by the first authorities of the New Haven colony of the Scriptures as their code of law and government, and their strict application of Mosaic principles. [Century Dictionary]
Long, detailed lists of them often are given, but the original reference (in an anonymous history of Connecticut printed in London during the Revolution) says they were so-called by the neighboring colonies, "were never suffered to be printed," and then gives its own long list of them in quotations. The common explanation (dating to 1788) that they were written on blue paper is not now considered valid.