Few rocks or minerals display a blue hue; this is especially true for natural glasses. As glasses are already uncommon compared to crystalline rocks due to their instability, the rarity of blue glass makes a fulgurite found in Marquette Michigan worthy of further examination. We study the morphology and the chemical and structural characteristics of the blue fulgurite using Raman spectroscopy, X-Ray Fluorescence analysis, Election Microprobe Analysis, and Transmission Election Microscopy. We use the experimental results to compare the fulgurite with another blue natural glass, zhanmanshinite, an impact glass named after an exposed impact crater in Kazakhstan, and to evaluate the support for several hypotheses of the origin of the blue color in the fulgurite.