The Collaborative International Dictionary of English v.0.48:

blues \blues\ n.
   a type of folk song that originated among Black Americans at
   the beginning of the 20th century; has a melancholoy sound
   from repeated used of blue notes.
   [WordNet 1.5]

   2. a state of depression; as, he had a bad case of the blues.

   Syn: megrims.
        [WordNet 1.5]

WordNet (r) 3.0 (2006):

blues
    n 1: a type of folksong that originated among Black Americans at
         the beginning of the 20th century; has a melancholy sound
         from repeated use of blue notes
    2: a state of depression; "he had a bad case of the blues" [syn:
       blues, blue devils, megrims, vapors, vapours]

Moby Thesaurus II by Grady Ward, 1.0:

91 Moby Thesaurus words for "blues":
   Brautlied, Christmas carol, Kunstlied, Liebeslied, Volkslied, alba,
   anthem, art song, aubade, ballad, ballade, balladry, ballata,
   barcarole, blahs, blue devils, bluegrass, blues song, boat song,
   border ballads, bridal hymn, brindisi, calypso, canso, canticle,
   canzone, canzonet, canzonetta, carol, cavatina, chanson, chant,
   chantey, city blues, country blues, country music,
   country-and-western music, croon, croon song, dejection,
   depression, dirge, dismals, ditty, dods, doldrums, dolefuls, dorts,
   drinking song, dumps, epithalamium, ethnic music, field holler,
   folk song, folk songs, frumps, gloom, grumps, heavyheartedness,
   hymeneal, lay, lied, lilt, love song, love-lilt, matin, megrims,
   melancholia, melancholy, minstrel song, minstrelsy, mopes,
   mulligrubs, mumps, national anthem, old-time country music, pouts,
   prothalamium, serena, serenade, serenata, song, sulks, sullens,
   the blues, theme song, torch song, unhappiness, war song,
   wedding song, western swing