The azure damselfly (Coenagrion puella):
Olympus XZ-1, 112mm, ISO100, f5.6, 1/500s
The white-legged damselfly (Platycnemis pennipes):
Olympus XZ-1, 112mm, ISO100, f5.6, 1/60s
The blue-tailed damselfly (Ischnura elegans):
Olympus XZ-1, 28mm, ISO200, f8, 1/200s
One of the Lestidae. It is more metallic, and its colour varies depending on the angle of the light:
Olympus XZ-1, 28mm, ISO100, f5.6, 1/125s
The common blue damselfly (Enallagma cyathigerum):
Olympus XZ-1, 28mm, ISO250, f5.6, 1/100s
There are more, but some I haven't been able to persuade to pose for me yet.
Can I tell them apart? Well, yes, back at home, from the photos, with a determination book. To complicate things further, the female versions have different colours, usually not blue.