Years ago, we saw something similar to what you may be describing. We saw it several times over a three week period. After searching around, I saw a picture of a blue fox on the internet (which actually appears more black than blue). The problem was that blue fox don't live in the suburbs of Chicago. Well, lo and behold, a couple weeks later our newspaper reported that a blue fox had been captured just north of us. Nobody could explain how it got into our area but it did.