Blue hair dye is available at Rite Aid. The dye by Splat is semi-permanent and can be applied to natural hair. The kit includes peroxide to lighten the hair before applying the blue dye for a brighter look. The peroxide treatment permanently alters the hair regardless of the dye's effect.
Semi-permanent hair colors fade with every wash over the course of approximately six weeks. Vidal Sassoon also makes a permanent blue hair dye named Shade, which is available at drugstores and discount retailers. Permanent hair color fades as well, but it does not wash completely out; instead, permanent hair color must grow out.