The Blue Jay (Cyanocitta cristata) is native to eastern and central North America. Its regular breeding range extends westward only to the eastern foothills of the Rocky Mountains—well short of Alberta.
Residents may confuse the Blue Jay with the Steller's Jay (common in montane forests) or the Gray Jay (Canada Jay) (widespread in boreal zones). Both are corvids but lack the Blue Jay's bright blue plumage and prominent crest.
In short: if you see a Blue Jay in Alberta, you've witnessed a rare event—enjoy it, report it to eBird, but don't expect a repeat visit.