Samples of blue wall paint layers from selected 15th to 18th century religious mural paintings from southern Portugal (Alentejo) have been analyzed using a multi-analytical methodology involving the combination of in situ visible spectro-colorimetry with microanalytical techniques such as optical and scanning electron microscopy and Raman spectroscopy. In situ analyses and micro-sampling were carried out in nine different churches, many in an advanced state of deterioration. The objectives of this study were: (a) to identify and compare the pigments that were used in the blue paint layers across the Alentejo region and through time by analysis of the elemental and mineralogical composition and pictorial techniques, and (b) to correlate the data between the actual color of the paint layer and the state of conservation of the pigments. For the paintings dated from the 16th century forward, the results show a generalized use of smalt blue. To a lesser extent, natural azurite was used despite the geological richness of the region in copper and pyrite ores. In only one painting was an optical blue made of carbon black and lime found. The pigments, pure or mixed with red and yellow ochres, were coarsely ground and used in different concentrations to create three-dimensional effects. These parameters as well as the presence of iron oxides in underlayer paints influence the colorimetric coordinates in the more transparent smalt blue paint layers. The state of conservation of the pigments plays an important role in the alteration of the paint color. A clear example of this is the fading of the smalt blue in several paintings due to lixiviation processes.