You should know I bleed Blue, but I ain't a Crip, though
But I got a gang of niggas walking with my clique though

from Jay Z (Ft. Alicia Keys) – Empire State of Mind Lyrics on Rap Genius


Jay is not a Crip, a LA gang whose color is blue, but he is a Yankee fan, his blood is as blue just like the team logo background.

Blue blood is also an English idiom for nobility, from the Spanish phrase, “sangre azul”.

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