Interesting info from Southern Piedmont Natural History

"Everyone loves bluebirds, but did you know that the feathers themselves do not contain any blue pigment? How could this be? Feather coloration comes from light reflecting off two potential sources: pigments or feather structures (structural colors)."

The red of a northern cardinal or yellow of a goldfinch comes from carotenoid pigments within their feathers. The birds get these pigments from fruits and seeds in their diet. Similarly, the black feathers of a crow or the brown of a cedar waxwing comes from melanin pigments in their feathers. Each pigment reflects the particular wavelengths of visible light (the ROYGBIV colors of the rainbow) that give them their respective color.

But what about blue? Well, there is no blue pigment in feathers. Rather, blue is a structural color created by the reflection of blue wavelengths off structures (tiny air bubbles) within the feathers. As sunlight contacts a bluebird feather, the blue wavelengths of visible light are reflected off these nano-size air pockets and - Voila! - the feather appears blue! This also explains why a bluebird or blue jay looks grayish-brown in the shade, not blue.

You can demonstrate this at home using a blue jay feather you might find in your yard. Look at the top (outer) surface of feather in the sunlight and it will appear blue from the reflected blue wavelengths of light. Then go inside and hold the feather against a sunny window to backlight it. The sunlight is no longer reflecting off the top of the feather towards your eyes and it will appear grayish-brown from melanin pigment in the feather. I’ve demonstrated this process here using feathers on a photography light table. More information is with each picture and in the comments.