Are there any religious, historical, or mythological celebrations associated with the occurrence of a blue moon?
Nope. But it’s not too late to start one. There seem to be a number of different meanings attributed to the term Blue Moon, and the best and easiest to calculate only became popular in the late 20th century. That is the definition that a Blue Moon is the second full moon in a month. There hasn’t been time for religious, historical, or mythological celebrations. You could suggest it to the Pastafarians though, they might like to come up with one. Another meaning, which may or may not be true, is that when a year has 13 full moons, the one which doesn’t fit the naming pattern is a Blue Moon. If this is near the beginning of the Catholic Easter it could have a special meaning; but, it is not really part of the holiday. The extra full moon could also be interpreted by season, in other words a fourth full moon in one season. No myths etc with that. The other meanings do not lend themselves to holidays at all. The next Blue Moon of the modern sort is coming up on December 9, 2009. Plenty of
