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Tieflings (in 5e, at least) have either "human skin colour", red skin, or somewhere in between. I think 4e changed how tieflings look between 2/3/3.5e and 5e, standardising the red skin/Asmodeus look, but I believe that the tiefling's skin colour has always been within this range from the little I know of the previous editions.

From the 5e tiefling player race description, Infernal Bloodline section (PHB, p. 42):

Their skin tones cover the full range of human coloration, but also include various shades of red.

The official art I've seen of tieflings in 5e (and, again, the little I've seen of previous editions) backs this up, showing mostly red tieflings.

However, from Tiefling Variants sidebar (Sword Coast Adventurer's Guide, p. 118):

Rather than having the physical characteristics described in the Player's Handbook, choose 1d4+1 following features: small horns; fangs or sharp teeth; a forked tongue; catlike eyes; six fingers on each hand; goatlike legs; cloven hoofs; a forked tail; leathery or scaly skin; red or dark blue skin; cast no shadow or reflection; exude a smell of brimstone.

So there is a rule here that allows tieflings to have blue skin. Unfortunately, this is the most I've seen in 5e material that refers to tieflings having blue skin. I have not been able to find any lore presented in 5e materials that might explain why a tiefling might have blue skin.

What lore exists to explain why a tiefling might have blue skin as opposed to the more usual red or "human skin colour"?

I've heard some people (online and IRL) say that it relates to the different bloodlines as per the options presented in Mordenkainen's Tome of Foes, but reading that section of that book, it doesn't mention skin colour at all, so I'm not sure where this interpretation came from but it doesn't appear to be RAW/official.

I'm looking for official lore, ideally from 5e but lore from previous editions is welcome too (I'm guessing AD&D 2e Planescape stuff might shed some light on this?).

I'm looking for lore from any official setting, but if that's not specific enough, let's say Forgotten Realms (the reason I'm reluctant to commit to a specific setting is because, as I understand it, all settings are technically part of the Planescape multiverse; someone can correct me in the comments if I've misinterpreted that).

Related:

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    \$\begingroup\$ Is it worth mentioning that the character in the primary illustration for Tieflings in the PHB is purple? \$\endgroup\$ – Guybrush McKenzie Mar 16 '20 at 9:40
  • \$\begingroup\$ @GuybrushMcKenzie I had noticed that (almost included that as an example picture, but then saw purple skin and decided not to); arguably that could be considered a "shade of red"? Anyway, I was planning on potentially asking that as another question (i.e. what other colour tieflings are there with official lore behind them?). For now, I was just focusing on this explicit mentioning of blue in SCAG, and whether there's any existing official lore that explains blue tieflings. \$\endgroup\$ – NathanS Mar 16 '20 at 9:54
  • \$\begingroup\$ It may also be the case that answers to this question that explain the lore behind blue skin might also incidentally explain other possible skin colours (i.e. purple), so I want to wait to see what comes of this question before looking into other skin colours... \$\endgroup\$ – NathanS Mar 16 '20 at 10:56
  • \$\begingroup\$ @MatthewGreen: Don't answer in comments (including partial or speculative answers). \$\endgroup\$ – V2Blast♦ Mar 16 '20 at 21:03
  • \$\begingroup\$ For Pathfinder - You can use Velstracs if you want to justify blue skin as coming from a fiendish heritage. \$\endgroup\$ – T. Sar Mar 17 '20 at 15:22
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Tieflings were introduced for the 2e Planescape setting. While the original campaign setting does not give any detailed information about their appearance, The Planewalker's Handbook offers a table (page 80) for randomly generating tiefling characters and that table includes green, blue or red-tinted skin as possibilities. Yet no association is made about which ancestry leads to what features.

Similarly, 5e Sword Coast Adventurer's Guide lists (page 118) amongst "Tiefling Variants" random variations of "red or dark blue skin". However, except for mentioning that these variants apply to tieflings not descended from Asmodeus, no detailed association is put forward.

So, that brings us to the 3e Races of Faerun as a source that explicitly relates certain characteristics to the particular ancestors of each tiefling (page 125-126). For example hooves or goatlike legs are associated with devils, cat eyes are associated with rakshasa, etc. Here we also read the association of the skin color with ancestors, red for demons/devils and "bruised blue" with night hags.

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    \$\begingroup\$ Night hags... would that not be a hagspawn rather than a tiefling? I'm largely going off the character "Gann" from NWN2: Mask of the Betrayer for that, though (he does have blue-ish skin, though, but his race is listed as hagspawn rather than tiefling). Or am I getting myself muddled up here? \$\endgroup\$ – NathanS Mar 16 '20 at 14:07
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    \$\begingroup\$ The lore is varying somewhat over time. Hagspawn are described in Unapproachable East, which states that hags reproduce by mating with human males, with hagspawn being their sons, and their daughters becoming hags. Yet according to 5e MM, hags propagate by stealing and devouring normal human infants. So, the lore has changed or got retconned over time. Yet, it is worth mentioning that 5e night hangs used to be from the Feywild, but got "exiled to Hades long ago, where they degenerated into fiends". Being some kind of fiend, it is not unreasonable to conceive tieflings with night hag blood. \$\endgroup\$ – ZwiQ Mar 16 '20 at 14:28
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    \$\begingroup\$ True, it's not unreasonable to consider that, but since your answer was based on 3e, that's why I thought to mention hagspawn (which I know were a thing in 3.5e, at least, since that's what NWN2 is based on). But that's a good point about 5e, that hags now reproduce by stealing children (taking inspiration for the old folklore tales of changelings - i.e. not the Eberron ones), this lore is going to be different per edition. \$\endgroup\$ – NathanS Mar 16 '20 at 14:34
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    \$\begingroup\$ @NathanS Let's not forget that the child of a devil and a human is generally a half-fiend, a Cambion. A tiefling is a humanoid with some sort of devilish ancestry. So the existence of Hagspawn doesn't mean a tiefling could not have hag ancestry, just further down the line. \$\endgroup\$ – Theik Mar 16 '20 at 14:54
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    \$\begingroup\$ @Theik Sadly, it's not so clean cut since XGtE came out and provided us with this little table... \$\endgroup\$ – NathanS Mar 16 '20 at 15:00

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