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Lateral view of a Male Baetis (Baetidae) (Blue-Winged Olive) Mayfly Dun from Mystery Creek #43 in New York
Blue-winged Olives
Baetis

Tiny Baetis mayflies are perhaps the most commonly encountered and imitated by anglers on all American trout streams due to their great abundance, widespread distribution, and trout-friendly emergence habits.

27" brown trout, my largest ever. It was the sub-dominant fish in its pool. After this, I hooked the bigger one, but I couldn't land it.
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Blue Duns

Like most common names,"Blue Dun" can refer to more than one taxon. They're previewed below, along with 10 specimens. For more detail click through to the scientific names.

Mayfly Species Neoleptophlebia adoptiva

These are very rarely called Blue Duns.
This is the best Spring hatch after the Quill Gordons (Epeorus pleuralis) but before the Hendricksons (Ephemerella subvaria) in most parts of the East, although it can overlap with both. The Blue Quills are small mayflies (hook size 16-20) but they can hatch in incredible numbers at a time when eager trout are just beginning to look to the surface after a hungry winter.
Lateral view of a Male Neoleptophlebia adoptiva (Leptophlebiidae) (Blue Quill) Mayfly Spinner from Factory Brook in New York
Based on the pale longitudinal forewing veins (excepting the costals), dark middle terga, and genitalia (Burks '53), this specimen is P. adoptiva.

Mayfly Species Paraleptophlebia bicornuta

These are very rarely called Blue Duns.
This important Western species is one of the few mayflies outside the Ephemeridae family to possess large tusks on the front of its head. It is also one of the largest species of Paraleptophlebia.

P. bicornuta is often reinforced by simultaneous hatches of the more common Paraleptophlebia debilis. The two duns appear virtually identical to the naked eye, though bicornuta usually has an edge in size.

Paraleptophlebia bicornuta is by far the widest distributed tusked species, though there are others. Telling the tusked species apart is very difficult and even entomological texts are largely ambiguous on the characters that differentiate them. Distribution records are probably the most reliable way for anglers to know with any probability what they are looking at. Check out the Paraleptophlebia packii and Paraleptophlebia helena hatch pages for more distribution information.
Male Paraleptophlebia bicornuta (Leptophlebiidae) (Mahogany Dun) Mayfly Dun from the Touchet River in Washington
You wonder sometimes how certain insects get their common names. This one is called the 'mahogany dun' for some unknown reason.
Male Paraleptophlebia bicornuta (Leptophlebiidae) (Mahogany Dun) Mayfly Spinner from the Touchet River in Washington
Paraleptophlebia bicornuta (Leptophlebiidae) (Mahogany Dun) Mayfly Nymph from Flathead Lake in Montana
This species is interesting because it is common in lakes as well as streams. It is one of the last species of the year to emerge in western Montana. Adults have been collected as late as October 15 weather permitting.

Mayfly Species Leptophlebia cupida

These are very rarely called Blue Duns.
Most anglers encounter these large mayflies every Spring in the East and Midwest. They are omnipresent in small portions, providing filler action in the days or hours between the prolific hatches of the early season Ephemerella flies.

See the main Leptophlebia page for details about their nymphs, hatching, and egg-laying behavior. This is by far the most important species of that genus.
Lateral view of a Male Leptophlebia cupida (Leptophlebiidae) (Black Quill) Mayfly Dun from the Teal River in Wisconsin
This Leptophlebia cupida dun was extremely cooperative, and it molted into a spinner for me in front of the camera. Here I have a few dun pictures and one spinner picture, and I've put the entire molting sequence in an article.
Lateral view of a Female Leptophlebia cupida (Leptophlebiidae) (Black Quill) Mayfly Spinner from the Namekagon River in Wisconsin
Leptophlebia cupida (Leptophlebiidae) (Black Quill) Mayfly Nymph from the Namekagon River in Wisconsin

Mayfly Species Paraleptophlebia debilis

These are very rarely called Blue Duns.
This widespread species can produce memorable hatches where it is locally abundant, especially in the West where it also tends to run larger in size. It loves the margins as is typical of most Leptophlebiidae species but has a greater tolerance for current. They are often found even in riffles. This is the most important species in the West.
Female Paraleptophlebia debilis (Leptophlebiidae) (Mahogany Dun) Mayfly Dun from the Fall River in California
Size: 9mm. These photos really highlight the brown pigmentation of the wing venation, but in the hand the wings look to be a uniform smokey gray. - Entoman

Mayfly Species Leptophlebia johnsoni

These are very rarely called Blue Duns.

Mayfly Species Neoleptophlebia mollis

These are very rarely called Blue Duns.
This species often emerges together with Paraleptophlebia strigula and Paraleptophlebia guttata, and the combined effect can be a good fishable hatch. The latter two are much less famous than mollis, but Knopp and Cormier say they are more reliable.
Lateral view of a Male Neoleptophlebia mollis (Leptophlebiidae) (Jenny Spinner) Mayfly Dun from the Namekagon River in Wisconsin

References

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