Because it was far less expensive than ultramarine, azurite was the most important blue pigment in European painting throughout the Medieval and Renaissance periods. It is composed of the mineral azurite (carbonate of copper), found in many parts of the world in the upper, oxidized portions of copper ore deposits. Produced artificially from the 17th century, it was replaced by Prussian blue in the 18th century. Web resources here and here.

Albrecht Altdorfer, Christ Taking Leave of His Mother. Oil on panel. Probably 1520. National Gallery, London.