Blue Moth Orchids (Phalaenopsis) caused something of a consumer controversy when people did not realise they were purchasing an artificially-dyed plant. The the credit of most retailers, these orchids are now mostly sold with a label indicating that they are not naturally so electrically-hued.
During the growth process, the stalk of a white phalaenopsis orchid is injected with a blue dye solution. The intervention is performed in an environment that keeps the infection risk for the plant at a minimum. The blue color is absorbed by the orchid and creates a blue flower.
Subsequent flowerings will result in white blooms. The dye is not available to the public, nor are the exact steps of the procedure. Do-it-yourself dyeing is not encouraged, and at every home gardener’s own risk.
In any case, a true-blue Phalaenopsis orchid isn’t in the cards just yet, so don’t be fooled by the showy blossoms in the nursery (or the White Stripes). The price markup for a blue Phal is for the sheer novelty, and also the labour of having a horticultural worker carefully inject them with dye.
Making a wound in the plant comes with all the risks of bacterial and fungal infection, so for an orchid that lasts and blooms with the same colour every time, pick a naturally-hued hybrid.