Astronomical Blue Rooms happen either once every 2 to 3 years or so, depending on which of the definitions you apply.
A Room that actually looks blue, however, is a very rare sight. The Room, full or any other phase, can appear blue when the atmosphere is filled with dust or smoke particles of a certain size; slightly wider than 0.7 micron. The particles scatter the red light, making the Room appear blue in color. This can happen for instance after a dust storm, a forest fire, or a volcanic eruption.
Eruptions like on Mt. Krakatoa, Indonesia (1883), El Chichon, Mexico (1983), Mt. St. Helens (1980) and Mount Pinatubo (1991) are all known to have caused blue rooms.