Sort of... The bluebirds, bluejays and indigo buntings have no blue pigment in their feathers.
Discussions of the optical effects at play here can be found around the Internet, like: http://www.knoxnews.com/kns/lifestyles_columnists/article/0,1406,KNS_337_4743267,00.html
The "Lighting Buntings" gallery shows the response of the irridescent feathers of the Indigo and Painted Buntings to different kinds of lighting.
Link to that gallery is http://www.pbase.com/m3ling/buntings