The Wind Waker
The Minish Cap
They appear as enemies in Twilight Princess and are more rare then your standard Red or Purple Chu's. Upon defeat they drop Blue Chu Jelly which can be scooped up in a bottle to drink, to restore all of Link's Heart's.
Blue Chuchus appear in Skyward Sword, though unlike previous Zelda games, they cannot discharge electricity and remain underwater. Blue Chuchus can only be defeated by Link performing an underwater spin, though strict attention to the air gauge is nesscary.
- Encyclopedia (Dark Horse Books) pg. 171 (MM | MM3D | TWW | TWWHD | TMC | TP | TPHD | PH | SS)