We got lucky here on the east side of the cascades (still in the pacific northwest) and had enough of a break in the weather that I was able to see the moon and even become mildly annoyed when the light disturbed my sleep. I kept thinking it was time to get up...
The third photo is a partial lunar eclipse. You can see the different degrees of shadow from the earth as it passes over the moon.
I've seen a couple total lunar eclipses and the moon turns a really deep red. And as Duane mentioned forest fires can turn the moon orange or red.
The moon is frequently red or orange when it's full and very close to the horizon (as in your 4th photo) - I think due to the light passing through more than usual of the atmosphere due to the slanted view. Never seen a blue one though. I think your 2nd photo was done with a filter....
I had planned on taking some nice photos of the moon last night, but alas, this is the Pacific Northwest of the U.S. and clouds tend to come up whenever there's anything interesting to see. Last night was no exception.
I have seen red or orange moons though.The lunar eclipses I've seen tend to give the moon an orange tint. During the summer, forest fires aren't all that uncommon out here and they can cause some pretty spectacular red or orange moons, not to mention sunsets.
I haven't seen any other colors though.