E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Blue Wonder (A).
The German Blaues Wunder, which means a queer story, as Du sollst dein blaues wunder sehen, You will be filled with amazement (at the queer story I have to relate). A blue wonder is a cock and bull story, an improbable tale, something to make one stare. The French, contes bleus.