Nick Cannon got the blues, literally, while shooting the season finale of “America’s Got Talent” last week. After the Blue Man Group performed live on the show, some of the trio’s signature azure body paint was accidentally wiped onto the back of Cannon’s $4,000 all-white suit, spies tell Page Six. Backstage “it was mayhem,” a source said. “There was a very unhappy wardrobe lady running around in a blind panic, yelling, ‘What is that blue paint made of? Who can tell me what kind of paint that is?’ ” Cannon bravely went on with the show, but viewers who looked closely could spot a splotch of bright blue just below the host’s right shoulder. When we contacted a Blue Man Group rep about Cannon’s multicolored suit, he commented, “Now it’s a $5,000 suit.” One would think the night’s grand winners would be more likely to soil Cannon’s snazzy threads: the Olate Dogs, a troupe of back-flipping, wheelbarrow-pushing labradoodles. Meanwhile, the episode also marked the official exit of judge Sharon Osbourne.