Wow that's great, I'd never heard of Jean Cocteau. I'm actually a pretty big fan of Joan Miro, who often has the blues as well. Hah..
Here's a good one: http://www.weinstein.com/miro/LePermissionnaire.jpg And one of his blue paintings: http://www.abstract-art.com/abstraction/l2_Grnfthrs_fldr/g0000_gr_inf_images/g080_miro_bleu_1.jpg
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I'm a big fan of Joan Miro. Here are the paintings I posted:
Boom and Boom