Once direct sunlight is no longer hitting the atmosphere (or before it starts), the twilight can be very very blue. As an example, here's a morning shot in nearby Saline Valley when the orange morning sunrise light had not yet hit the sky:
Dawn's Early Light by
Kurt Lawson, on Flickr
And you can see the last bit of the blue light being chased away by the rising sun here:
The Blue Shadow of the Earth by
Kurt Lawson, on Flickr
The same thing happens in reverse at sunset, so if you take a pic at the right time the sky can appear very, very blue.
-K
