Blue Wheaten Ameraucanas got their blue from the same blue normal EE's got it - The spaniards who first arrived with Blue Andalusians and introduced it hundreds of years ago.
Crossbreeding is indeed a common thing. You have to consider where most birds got, say, the Buff color from. Buff originally came on Cochins, then was introduced to Orpingtons, Cornish, Ameraucanas, etc. Right there is showing that crossbreeding for a trait is indeed common.
Even now, it is still done. Silver Laced Brahmas had Cornish and Wyandotte behind them, many Lavender Orpingtons had Easter Egger behind them, Silver Ameraucanas I believe had Leghorn behind them, and so on.
Now, for "improving" something in a breed, most people just use a different line or color. I find it silly, absolutely silly, to improve something like egg production in Ameraucanas by adding Leghorn. Gosh, it's called get new lines or a new color.
That or just make Easter Eggers and do with them. . . Considering most "Ameraucanas" out there are Easter Eggers anyway.
I do understand that was just an example though, but to me it's also a great example of where crossbreeding for "improvement" is not needed. For example if I need longer legs on my Black Copper Marans, well, I get new blood from other Black Coppers out there. There's a huge variety in them, as are there in many breeds.
But to answer in a nutshell, yes, crossbreeding is done all the time. The big key though is using a breed that does NOT wreck your original breed or color of breed in need of improvement, and using one most similar in body, egg color, etc.
For example - Using Australorp x Ameraucana for whatever reason to improve Ameraucanas (
honestly, what reason is there?) wouldn't be wise, as you've got the single comb, clean face, brown eggs (
which turn the blue eggs green, big no-no) too puffy or too thin of body, (
depending on hatchery Australorp vs good quality one) too pinched of tail, and generally wrong body type. That's a lot to deal with, and all for that one trait.