In reply to Blue Straggler:
Can't answer the green mammal, as I can see there would be an advantage in a green pigment for tree dwelling mammals for example.
I'd forgotten the bright genitals of monkeys, does the Mandrill have green in its snout?
The melanin arguement isn't too convincing, though true, if hair can form hair, toe nails, horns, scales etc, I'm sure nature could whack in a little green something too.
The eye type isn't good, many fruit eating animals have colour vision, many of these would also be omnivorous. Small mammals aren't safe from them, so need camouflage.
I can tell you why lobsters are blue though. If you don't know the answer, it one of those useless but really interesting ones.