What does “going blue” mean?

I’m familiar with the expression to feel blue, but I recently stumbled upon the expression to go blue on two different websites in one week.

Vork from The Guild goes a bit blue

Source: http://blogtown.portlandmercury.com/BlogtownPDX/archives/2011/03/24/in-which-i-discuss-the-topic-of-web-series-with-my-head-on-my-desk

The second site:

Our panel from ECCC last weekend. It went a bit blue. Thanks Wil Wheaton, hehe.

Source: http://felicia.posterous.com/eccc-11-the-guild-panel-part-1

Usually I can track down the meaning of expressions myself, but since Google isn’t being very helpful I’m turning to you guys. I’d also like to know if this expression is used widely across the English-speaking world or if its use is limited to certain regions.

(Please forgive me if my English isn’t flawless… I’m a 19-year-old non-native speaker.)