The “Blue Hour”, in contrast to “The Golden Hour“, is the period immediately BEFORE sunrise and AFTER sunset. Considering sunset (the timings are obviously reversed for sunrise), immediately after the sun has set, there is no sunlight to directly illuminate the scene but the sky is still fairly light but gets darker virtually every second. As most building lighting is turned on (both inside and out), this allows you to balance the artificial lighting with the natural for any effect that you want. The two images below (made at the Grand Mosque in Abu Dhabi) were made from roughly the same point of view but the mood and impact is dramatically different.
As I mentioned above, the light during the blue hour changes almost second by second so that by waiting a little bit, you can dramatically change the image. Have a look at the two images below (again from the Grand Mosque). The one on the left was made early in the blue hour while the one on the right was made later on.