The feathers of Blue Jays and other blue birds do not contain any blue pigments. Instead, they contain melanin, a dark pigment, covered with a clear layer. That clear layer contains nanostructures, tiny bubbles of gas that let longer wave lengths pass through to be absorbed by the melanin, while the short blue wavelengths are scattered back for you to see, in a process called Tyndall Scattering. This is the same process that gives the sky its blue color.

Under a powerful microscope, these nanostructures look like foam. As the feather forms, they are filled with water, but the water is replaced by air to make the blue color appear. Colors that are produced by structure are called Schemochromes.