From the Super Mario Wiki, the Mario encyclopedia
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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 Yoshi eats one, he will grow wings and gains the ability to fly for a limited period of time, at the end of which the Yoshi will swallow it. Blue Yoshi can use this ability from any shell color.
New Super Mario Bros.
Blue shells appear again in New Super Mario Bros., this time as a power-up. It turns Mario or Luigi into Shell Mario or Shell Luigi respectively upon collecting it or ground pounding a blue Koopa Troopa. The item can be collected by defeating a wandering Hammer Bro, stomping the Blue Koopa Troopa found in the ice level of the multiplayer mode, hitting a Flying ? Block, at a Red Toad House, or in a Roulette Block. However, it cannot be found in any of the normal ? Blocks in the game. The player gains the ability to shell dash, allowing them to complete tasks, such as breaking blocks in particular locations that would normally require a thrown Koopa Shell to achieve. When ducking or shell dashing, Shell Mario/Luigi is invulnerable to almost anything, with key exceptions being the bosses. They can also ground pound on Spinies to send them spinning similarly to a Koopa Troopa. 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, similar to the Frog Suit from Super Mario Bros. 3.
The New Super Mario Bros. Prima guide has an icon for Blue Shells in the map legend, but it is not used in the entire guide.
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 its 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.
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 can be collected in a pack of three. When used, they will be fired at the opposing players, but 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 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 disappear after a set timeframe. A more effective version of this item is the Giant Blue Shell.
Mario & Luigi: Bowser's Inside Story / Mario & Luigi: Bowser's Inside Story + Bowser Jr.'s Journey
The Blue Shell appears in Mario & Luigi: Bowser's Inside Story and its remake, 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.
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