Freemasons and Masonic Lodges are frequently associated with the color Blue. The following explanation of the association comes from Coil's Masonic Encyclopedia, published in 1962.
BLUE, BLUE LODGE, BLUE MASONRY
Blue seems to have been highly esteemed since far back in antiquity as a beneficial color, denoting immortality, eternity, chastity, and fidelity, and pale blue representing prudence and probity. Exodus 28:31 states: "thou shall make the robe of the ephod all of blue," and Ester 1:6 states: "where were white, green, and blue hangings, fastened with cords of fine linen and purple." The people were directed to wear a blue ribbon above the fringe of their garments, and one of the veils of the tabernacle was blue. The same color is supposed to have been honored among the Druids. The Egyptians represented their principal god, Amun, as colored blue. Jeremiah 10:9 indicates that the Babylonians colored their idols blue as being an appropriate color for the gods. In Medieval times, Christians regarded blue as symbolic of immortality, of perfection, of hope, and of fidelity.
It has never been discovered how or when blue became the characteristic color of craft masonry, but the most probable explanation is the simple analogy to the blue dome of heaven, the clouded canopy, or star-decked firmament. In Masonry, blue indicates universal brotherhood and instructs us that those virtues should be as extensive as the blue arch of heaven itself.