Photo: dietollevonlioe [Flickr]
Life in the Fast Lane blog has a very neat post about 4 ancient cities of color: The Blue City of Jodhpur, the PInk City of Jaipur, the Amber City, and the Red City of Marrakech.
Jodhpur, shown above, is called the Blue City because of the prevalence of blue-painted buildings in the old quarter:
Most of the buildings in the old quarter are painted blue to signify the Bhraman (Priest) class, but non-Brahmins soon followed suit, as the color was said to deflect the heat and deter mosquitoes, and suddenly everything turned blue, creating a broad vision of indigo from the hilltops.
Link - Thanks Jon Jason!