I looked this plant up in my book 'Tallgrass Prairie Wildflowers' . It's a Falcon book. The foliage does not look like that of a penstemon or Lobelia though the flowers resemble it.
This is what I found - Blue Sage, Salvia azurea. Mint family. Description:
Plants w/ hairy, angular 4 corned stems to 5' tall unbranched or w/ a few branches. Leaves are widely spaced along the stem, opposite, narrow and usually toothed w/ largest leaves up to 4.5" long and 1 inch wide. Leaves have a riblike pattern of raised veins on underside. Flowers are in an elongated series of whorls along the upper stems w/ up to 8 flowers per whorl. Each flower has a small green calyx w/ 3 triangular teeth and a blue tubular corolla up to 1" long ending in a broadly flaring lobed lower lip and a narrow hairy, hooded upper lip containing the 2 stamens.
Range: Dry prairies and pastures, often in rocky and sandy soils in the SW tallgrass region. Found from SE Nebraska thru Western Missouri and southward, occuring farther east as an escape from cultivation.
Could be wrong but the picture in the book looks awful similar.