All those animals that have haemocyanin as the respiratory pigment have their blood blue when oxygenated. Haemocyanin is the respiratory pigment akin to haemoglobin but hemocyanin has copper as the cofactor instead of iron which you find in haemoglobin.
Animals belonging to class crustacea and those belonging to phylum Mollusca have hemocyanin, and hence they have blue blood.
Some notable crustaceans are crabs, lobsters, shrimps.
Some notable mollusks include Snails, whelks. mytilus, oysters, chitons, squids, sepia, octopus.
Limulus, called a horseshoe crab, also has hemocyanin.