Yes, there are genuinely blue mushrooms, not just the purple ones that are blue if you look at them 'just right'. My wife keeps two different blues in her tank, a blue stripe (just like the common green stripe or watermelon variety, but in blue) and a solid blue over a brown base. The blue stripe spreads reasonably quickly, the solid blue spreads very, very, very slowly.
There are other blue types out there as well, but none of them are especially common and all tend to be snagged up very quickly when available.