Blue beads are probably the most difficult color category of beads, because there are so many variations of blue and many of those variations occur in beads. Go into any bead store and you will find a larger selection of blue beads than any other color.
Glass makers use cobalt to create a deep blue (hence, why it’s called “cobalt blue”) and copper to make a light blue-green color. These two colors, along with the opaque reds in South and Southeast Asia, are the two most common colors in glass beads. The blue-green beads are common pretty much everywhere, but are most concentrated in Asia. Cobalt blue beads are also relatively common, but are perhaps most concentrated in Europe. Cobalt blue is another color that may look black until you shine an LED light through it.
Lapis lazuli, turquoise, and sometimes sapphire or aquamarine make up large numbers of stone beads. Lapis lazuli were most common in part of Egypt and the Middle East, while turquoise is and was very common among certain Native American groups, particularly the Navajo and others in the Southwestern United States.
On a semi-side note, blue beads highlight one of the biggest issues of just saying “We found 33 blue beads.” The term “blue” could mean any shade of blue from deep navy up through a blue so light it looks almost clear. Saying “blue” tells me very little about the actual bead. It doesn’t tell me what material the bead is made of, so I don’t know if it’s blue glass, lapis, or faience. But saying “We found 33 blue glass beads” is also not really helpful, because it covers at least two major chemical groups of glass in terms of coloring and still tells me very little about the color of the bead. If you say “We found 33 light blue glass beads,” now you’re talking! Or “33 dark blue glass beads.” Either of those sentences work much better, because the give me the material and a reasonable guess at the chemistry.