Crater Lake National Park
The blue of Crater Lake National Park in Oregon is what sticks with you. At 1,943 feet, it's the deepest lake in the U.S. and one of the deepest in the world. (The depth also explains the amazing hue, because sunlight is able to penetrate deep into the water.)
This is a caldera lake formed more 7,000 years ago when a volcano collapsed and gradually filled with water.