You may be surprised by how many different blue flowers bloom in the fall. For starters, Ceratostigma plumbaginoides (hardy plumbago or leadwort) displays its electric blue flowers from late summer into fall and then continues the display with brilliant red foliage in fall.
Also offering top notch blue flowers and high performance in the fall garden are two excellent perennial cranesbills: Geranium "Johnson's Blue" and the newer and I think better, "Rozanne." Both of these bloom well during the summer and have the added bonus of blooming into the fall and then on top of all that, sport seasonal red foliage. Truly multi-season performers.
If you enjoy fall color in the flower garden, consider planting Amsonia or bluestar. Although not a fall bloomer (this native perennial has lovely pale blue flowers in the spring) this plant has excellent fall color. The foliage turns an eye popping golden yellow in the autumn. I could see this planted next to some of the cranesbills mentioned above for a super contrast of red and gold in the fall as well as a nice textural contrast in spring and summer.
For later season blue flowers, (in addition to the Caryopteris, Perovskia mentioned in Blue Perennials and the Ceratostigma plus the repeat bloom on the cranesbills mentioned above), look to the asters for daisy like blooms in shades of blue and lavender or purplish blue.
For example, Aster novi-belgii "Blue Lagoon" can bloom through the summer into September, followed by myriad assorted asters with blue-related cultivar names like "Blue Sky" or "October Skies," and "Blue Star" blooming until frost.
Be sure you see these flowers in person to verify the shade of blue. Blue is so subjective that one person's blue may be another person's mauve or purple and this is especially true when it comes to asters. Asters are usually sold in the fall along with the mums, so be ready to bring home a few! Or, take note of your favorites and look for younger plants next spring.