(There is no actual evidence for the printing of these laws on blue paper; Connecticut is widely believed to have done so, but the surviving documents are on the same paper as other state laws, and there is no contemporary mention of blue paper. Nonetheless, the name is short and clear, and unlikely to change.)
Likely, all blue law stems from the first such statute set down by the Emperor Constantine 1300 years before the Puritans:
"Let all judges and all city people and all tradesmen rest upon the venerable day of the sun. But let those dwelling in the country freely and with full liberty attend to the culture of their fields; since it frequently happens that no other day is so fit for the sowing of grain, or the planting of vines; hence, the favorable time should not be allowed to pass, lest the provisions of heaven be lost." -- Given the seventh of March, Crispus and Constantine being consuls, each for the second time. A.D. 321.
Many unusual features of American culture--such as the fact that one can buy groceries, office supplies, and housewares from a "drug store"--are the result of blue laws (drug stores were allowed to remain open to accommodate emergency medical needs).