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Blue Shells, also known as Blue Koopa Shells, are blue Koopa Troopa shells that first appear in Super Mario World, one of the few games where they are actually worn by Koopa Troopas. They are a relatively rare type of shell that can make Yoshi sprout wings and fly upon putting one in its mouth.
Super Mario series
Super Mario World
Blue shells first appear in Super Mario World, where they are usually found after jumping on a blue Koopa Troopa, although standalone ones exist as well. When a Yoshi eats one, he will grow wings and be able to fly for a limited period of time, at the end of which the Yoshi will swallow it. A Blue Yoshi can use this ability from any shell color.
New Super Mario Bros.
In New Super Mario Bros., the Blue Shell is a power-up. It turns Mario or Luigi into Shell Mario or Shell Luigi, respectively (upon collecting it or ground pounding the Koopa Troopa wearing it). The item can be collected by defeating a wandering Hammer Bro (or stomping the Blue Koopa Troopa found only in one level of the multiplayer mode), hitting a red Flying ? Block, or getting one from a red Toad House or Roulette Block; however, it cannot be found in any of the normal ? Blocks in the game. When ducking, Shell Mario/Luigi is invulnerable to almost anything. Also, they can Shell Dash, allowing them to complete tasks (such as breaking blocks in particular locations) that would normally require a thrown Koopa Shell to achieve. Some obstacles can also only be passed by using the Shell Dash. Additionally, the power-up allows them to swim faster and with more precision.
Super Mario Galaxy
Super Mario 3D World
Though the Blue Shell itself does not appear in Super Mario 3D World, players can jump on a Koopa Troopa and steal their shell; when using it as Toad or Rosalina, the shell color turns dark blue (Toad) or light blue (Rosalina), very much like the Blue Shell in New Super Mario Bros.
Super Mario Odyssey
In Super Mario Odyssey, a blue shell is worn by the Trace-Walking Koopa in the Snow Kingdom, as well as one of the Roving Racers. Aside from the gold-shelled racer who is limited to the Master Cups, this one is consistently the fastest of the Roving Racers, and as such is the fastest in the Regular Cups.
Paper Mario series
Kooper from Paper Mario utilized a blue Koopa shell, which was initially stolen by Fuzzies before being retrieved by Mario. Although the next playable Koopa Troopa character, Koops in Paper Mario: The Thousand-Year Door, doesn't possess a blue shell himself, his father Koopley does, as did Kolorado's father. The Blue Koopa shell apparently is capable of resisting stomach acids from within a dragon's stomach tract for a long period of time, as evidenced by Koopley surviving being eaten by Hooktail by staying in his shell.
Mario Strikers series
In Super Mario Strikers, as well as in Mario Strikers Charged, Blue Shells appear as items; they appear as ice-frosted-over cyan shells in the latter game. They are usually collected in a pack of three. When used, they will be fired at the opposing players, however, they do not home in, like the Red Shell does. If the Blue Shell happens to hit a player, they will instantly freeze in one spot. This will render them unable to move, and, thus, unable to get the ball. The effects wear off after a few seconds. Unfortunately, these shells can freeze both the user's teammates, or the user. If the shells fail to hit anyone, they will continue bouncing around the stage until they either hit a player, or just wear out on their own. A more effective version of this item is the Giant Blue Shell.
Mario & Luigi: Bowser's Inside Story
The Blue Shell appears in Mario & Luigi: Bowser's Inside Story, as an item found in the overworld and once in the Energy Hold in Bowser's Body. Mario can go in Blue Shells (and turn into Shell Mario from New Super Mario Bros.) by striking Shell Blocks. Luigi can then hit Mario using his hammer, and this will make Mario go into the shell, spinning straight forward. This can be used to hit blocks in areas which Mario and Luigi can't directly go into. To toss the Blue Shell, Mario must jump. It behaves similarly to Kooper and Koops's abilities in the Paper Mario series.