NickJr: Blue's Clues
Games, coloring pages, narrated stories, and sounds. [Flash required.]

DLTK-Kids.com: Blue's Clues
Free printable template for crafts. Also includes coloring pages, games, and printable cards.

Blue's Clues Printables
Features more than 50 print-and-play activities, coloring pages, and greeting cards. From NickJr.com.