It does seem to have that "irregular" flower like other lobelias. I saw some lobelia while hiking to today - though not the same as your plant. I found a number of Lobelia siphilitica (great lobelia) in bloom. While the flowers of the great lobelia are much larger and a more intense blue, it has same flower shape and has a similar leaf shape to your plant. I would suspect your plant is Indian Tobacco (L. inflata).
Thank you. that is what I thought it might be. Can I take the seeds from this and just plant them where I would like them?
Check out Prairie Moon for germination instructions...
Here is a link that might be useful: Prairie Moon - Indian Tobacco