There are blue rabbits!

They're a type of American rabbit knows as the 'American Blue.' Bred from a species of German rabbit, the American Blue was actually developed in the early 1900's. It was originally named the 'German Blue,' but renamed shortly after World War I because of overseas tensions.
Bred in Pasadena, California by Lewis Salisbury for its meat and fur, it is known for being the deepest and darkest of all blue rabbits. However, after its development the rabbit was quickly ignored due to competition for oversea breeds.

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