scream blue murder

scream/shout/cry/yell/etc. blue murder AND
scream/shout/cry/yell/etc. bloody murder (to shout or to complain very loudly in anger, or fear) — кричать не своим голосом, вопить истошным голосом, орать благим матом; кричать караул; || поднять шум; устроить скандал; ...

Example 1: Someone took the child's ice cream away and he started screaming bloody murder. (CIDI)

Example 2: Readers screamed blue murder when the price of their daily paper went up. (CIDI)

-----
The expression "blue murder" seems to have begun life as a pun on the French exclamation morbleu. When something terrible happened a Frenchman would cry out "mort Dieu" ("God's death!" In other words, "how terrible!"). This became morbleu and was translated as "blue death" or "blue murder". "Blue" has a history of being used as the colour of plagues and all things hurtful, thus making "blue" an adjective of alarm. (wiki)