A quick search turns up one article on the phenomenon--posted by an "urban field ecologist," no less--from the previous winter. You can read it here: http://nuthatch.typepad.com/ba/2005/12/blue_smurf_pee_.html Another reference to this, with anecdotal experimental information is here: http://www.ont-woodlot-assoc.org/sw_nonfibre_redskies.html
The gist of it, is this: Our native rabbits (the eastern cottontail) have been browsing on an alien shrub (European buckthorn). The buckthorn contains a chemical that passes out with the urine, which comes out yellowish to brownish, but after exposure to sunlight, turns a lovely blue color. This effect is visible, of course, because the urine in question is suspended in snow. You would think that the cottontails are eating the berries of the buckthorn, because they are purplish, but according to the second reference above, the effect occurs after the rabbits eat other parts of the plant. Buckthorn holds its leaves long after most native deciduous plants, and in winter cottontails subsist largely on bark and twigs. The second reference also emphasizes that buckthorn is not a favored browse plant of North American herbivores, and that they have to be driven to feed on it out of desperation. I'm not sure about that; my workplace has enough Norway maple saplings to sustain a cottontail factory farm.
So, without further ado (okay, one doo) here is some blue rabbit urine: