documentclass{article}

usepackage{xcolor}
usepackage{listings}

makeatletter

% ``state variables''
newififincommentincommentfalse
newififinstringinstringfalse

% language and style definition
lstdefinestyle{mybash}
{%
  language = bash,
  basicstyle   = ttfamily,
  keywordstyle = color{blue},
}[keywords,strings,comments]

% --- patch to automatically highlight identifier starting by @
% (only outside strings and comments, though) ---
lst@AddToHook{Output}{@ddedToOutput}
lst@AddToHook{Endgroup}{incommentfalseinstringfalse}

% local variables
newifif@identifierStartsByAt@
newcountcurrentchar

defsplitfirstchar#1{@splitfirstchar#1@nil}
def@splitfirstchar#1#2@nil{gdef@testChar{#1}}

def@testChar%
{%
  % copy the first token in thelst@token to @testChar
  expandaftersplitfirstcharexpandafter{thelst@token}%
  %
  % reset switch
  @identifierStartsByAt@false
  %
  % equality test
  expandafterifnumexpandafter`@testChar=`_%
    @identifierStartsByAt@true % if equality, set switch to true
  fi
  %
  % apply class style if not within string or comment
  if@identifierStartsByAt@
    ifincomment
  else
    ifinstring
      else
        deflst@thestyle{lst@keywordstyle}%
      fi
    fi
  fi
}
let@ddedToOutput@testChar
makeatother

begin{document}
begin{lstlisting}[style=mybash]
# This is an example
@Blueword(foo) _Blueword bar
end{lstlisting}
end{document}

! Improper alphabetic constant.
<to be read again>
                   lst@um_
l.62 @Blueword(foo) _Blueword
                              bar
?
! Missing = inserted for ifnum.
<to be read again>
                   char
l.62 @Blueword(foo) _Blueword
                              bar
?
! Missing number, treated as zero.
<to be read again>
                   char
l.62 @Blueword(foo) _Blueword
                              bar
?
[1{/var/lib/texmf/fonts/map/pdftex/updmap/pdftex.map}] (./t.aux) )
(end occurred when ifnum on line 62 was incomplete)
(end occurred when iftrue on line 62 was incomplete)
(end occurred when ifnum on line 62 was incomplete)
(end occurred when iffalse on line 62 was incomplete)
(end occurred when ifnum on line 62 was incomplete)
(end occurred when iftrue on line 62 was incomplete)
(end occurred when ifnum on line 62 was incomplete)
(end occurred when iftrue on line 62 was incomplete)
(end occurred when ifnum on line 61 was incomplete)
(end occurred when iftrue on line 61 was incomplete)
(end occurred when ifnum on line 61 was incomplete)
(end occurred when iffalse on line 61 was incomplete)
(end occurred when ifnum on line 61 was incomplete)
(end occurred when iffalse on line 61 was incomplete)
(end occurred when ifnum on line 61 was incomplete)
(end occurred when iffalse on line 61 was incomplete)

documentclass{article}
usepackage{xcolor}
usepackage{listings}

makeatletter

lstdefinestyle{mybash}
{%
  language = bash,
  basicstyle   = ttfamily,
  keywordstyle = color{green},
  identifierstyle = @identifierstyle,
}[keywords,strings,comments]

def@headtoken#1#2end{noexpand#1}

def@identifierstyle{%
    edef@tempa{expandafter@headtokenthelst@tokenend}%
    edef@tempb{expandafternoexpandcsname lst@um_endcsname}%
    ifx@tempa@tempb
        % apply special style for identifies staring with '_'
        color{red}%
    else
        % normal identifier style
        color{blue}%
    fi
}

makeatother

begin{document}
begin{lstlisting}[style=mybash]
# This is an example for _Blueword
@Blueword(foo) _Blueword bar
'_Blueword in string'
if _cond then __this__ else __that__
end{lstlisting}
end{document}