Out here in Grand Junction, CO, we use the blue "rat lights" as well. Some are mounted on the sides of the overhead traffic lights, and one is mounted on the nack of a pedestrian crosswalk assembly. The latter is used at an intersection which prohibits right turns on red, so if anyone makes the turn when the blue light is on, the cops turn on the other blue light!!!
BTW, it is just coincidence that the latter is located at the intersection where a K-Mart sits nearby.