As has been pointed out, there are hundreRAB of reasons for this 'effect', not least the artistic side of things. Many directors chose cool blues to create an 'atmosphere'.
However, there are many technical reasons too.
To start with, the colour response of film stock has developed over time. We can now capture colour more accurately thanks to improved chemical formulations and developing techniques.
Then, you must consider light. There was a time when only so-called 'hot' colours were available when it came to studio lighting (well, cheaply and widely obtainable anyway). Nowadays you can easily get hold of neutral density bulbs, not to mention filters and gels that can add colours without altering the temperature balance.
The 'Star Trek' issue is a typical remastering effort. The reason why TV Shows used to be so 'red/orange' wasn't due to the way they were shot - it was to do with the way they were broadcast.
Broadcast NTSC colourspace artifically boosts the red channels to make the picture appear 'better'. Obviously in a world of high-resolution displays (HD and the like) there's no need for this *ahem* correction, so remasters put the blue back in again. NTSC is notoriously bad when it comes to colours; As Wikipedia points out:
If you can stand the technical details, Wikipedia also explains that...
Obviously with lots of movies being broadcast on TV and available on VHS, the 'look' filtered on down. Although we use PAL in our country, much of the US material is just ported straight over without any adjustment (IE we see the NTSC colourspaced version rather than our own specially formulated PAL encode).
That's one of the joys of Almodovar; he loves to saturate his movies with rich colours - a strong contrast to his subject matter.
Can you imagine Hollywood trying to tackle heavy subjects like incest and rape without resorting to a hackeneyed effect like drowning the image in a sea of blue ... What a shame so many people avoid his work "cause it's got subtitles" *sigh*