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]