Marvel Comics: Marvel Cinematic Universe Bio Sarks

Agents of S.H.I.E.L.D.

BIO:
The Sarks have only been seen once, as far as we can tell; in an old issue of Strange Tales, in which their leader — who had powers not ordinary to his race — did battle with Warlock and ended up consumed by the Soul Gem.Autolycus was once leader of the Black Knights of the Universal Church of Truth, who ruled the Sark homeworld as a theocratic monarchy. He was also the Captain of the Starship Great Divide, which captured Adam Warlock. Warlock led a rebellion with the prisoners aboard the ship, which led to the battle that claimed Autolycus.Generally, the Sarks appear in all other ways to be basically human, except with blue skin.

AOS: Yes Men
Agent Coulson ask Lady Sif about blue skinned aliens. Here are the list of Marvel Universe blue skinned aliens.