From the ArcaMax Publishing, Trivia Newsletter:
http://www.arcamax.com/news/trivia/s-342343-372869
As with all blue-hued birds, the Blue Jay's coloration is not derived by pigments, but is the result of light refraction due to the internal structure of the feathers; if a blue feather is crushed, the blue disappears as the structure is destroyed. This is referred to as structural coloration.
This news arrived on: 05/02/2008