We had a blue moon this month. Last day of the calendar year 2009. Next blue moon for the last day of the year will be 2028.
A Blue Moon is the second full moon in a calendar month. Usually months have only one full moon, but occasionally a second one sneaks in. Full moons are separated by 29 days, while most months are 30 or 31 days long; so it is possible to fit two full moons in a single month. A blue moon occurs about once in 2.5 years on average.
A blue moon can occur in January and the following March if there is no full moon at all in February, as is the case in the years 1999, 2018, and 2037.
Note that because the full moon occurs at different times (and therefore potentially on different calendar days and in different calendar months) in different time zones, the occurrence of blue moons is time zone (and daylight saving time) dependent.