Since there is no established 'blue cow at the Olympic Games story' in general knowledge, we could create one. Let's say the blue cow was a magical creature from a nearby farm. It heard the excitement of the Olympics and managed to make its way to the games. The athletes were initially shocked but then found the blue cow to be a good luck charm. It would show up at different events, and the spectators loved seeing this strange and wonderful blue cow among the Olympic action.
There isn't a well - known, common 'blue cow at the Olympic Games story' that I'm familiar with. However, if we were to imagine one, perhaps the blue cow was a mascot created by a small group of athletes for fun. They brought it around the Olympic village and it became a symbol of their team spirit, even though it wasn't an official mascot.
I'm not sure about a specific 'blue cow at the Olympic Games story'. It could be a fictional or very niche story. Maybe it's about a blue cow that somehow got involved in the Olympics, like it wandered into the stadium during an event and caused a bit of chaos.