Are there any religious, historical, or mythological celebrations associated with the occurrence of a blue moon?
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Each season usually has three full moons. However, there are sometimes four full moons in a season. When this happens, the third full moon is the “Blue Moon.” This preserves the named moon cycle, and is a rare occurrence. Due to an error in a 1943 issue of Sky & Telescope Magazine, the term blue moon has been associated with a second occurrence of a full moon within one month. However, true blue moons are much more rare than that, happening about once every two and a half years on average. (second link)
Wiccans and many other Pagans celebrate the esbats, which are the full moons. The new moons are also celebrated by many groups, and some very dedicated groups also celebrate the first and last quarter. Traditionally, the Sabbats are times of celebration, while magical work is done at the esbats.
"There are thirteen canonical full moons each year, although some years will have only twelve, because a lunar month is more than twenty-eight days long (actually about 29 1/2 days). A "blue moon" is popularly defined as the second full moon in a calendar month, although some define it as the second full moon while the sun is in one sign of the Zodiac." (third link)
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M$
The next Blue Moon of the modern sort is coming up on December 9, 2009. Plenty of time to think up something.
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It looks like the neopagans are adopting the new definition of a Blue Moon, without giving credit for it of course. But while they celebrate the full moon, I see no special ideas to celebrate a Blue Moon.