Here you see the blue bulb installed in the E39 Angel Eyes turn signals.
The bulb appears blue when not lit and is yellow once lit, so it conforms to the US standards.
The original BMW part # is 07 50 0 018 229, the price was about 16 - 20 Euro a piece.
Nevertheless, this light bulb is not approved by DOT for sale in the US so you will not be able to get this part from a US dealer. I got mine from a dealer in France when I was there on my last vacation.
This is the Blue light and the original yellow light next to each other.
This two light bulb next to each other. As you can see, the blue one is actually looks silver.
The light bulb may look like a regular bulb from a Pep Boys or other Auto supply store, but as you can see from this pcture, the bottom has the two "bumps" that are offset and therefore will make it hard to find the exact replacement, other than an original BMW part.