I am viewing a network share where some filenames are in blue instead of black. I am using Windows 7.
This question mentions green filenames, which indicates encrypted file.
What does a blue filename indicate?
It is blue because that means it is compressed with NTFS compression.
As a note, although I am not sure why anyone would do this, this can be turned off by opening Computer, holding down the ALT key, and going to Tools>Folder Options>View and unchecking "Show encrypted or compressed NTFS files in color".