Interest Stacks

First season of Blue Exorcist

The manga adapted material in this season only goes up and until Episode 17 after which an anime original ending is presented.

This was because at this point in time, there wasn't enough trust that the anime would get renewed for a second season, so the mangaka (Kazue Kato) worked together with the anime staff to complete the ending. It still is a somewhat decent attempt, however a lot of elements from this ending are explored in much greater detail later in the actual manga. So stay away from this anime original ending if you want to continue with the series.

Covers:
Chapters 1-15
Vol. 1 - Vol. 4

Second season of Blue Exorcist, covering the Kyoto Saga.

This picks up exactly at the ending of S1 E17 so feel free to continue from there.

Covers:
Chapters 16-34
Vol. 5 - Vol. 9 (2 Ch.)

Third season of Blue Exorcist, covering the Shimane Illuminati Saga

Aired 7 years after S2, Blue Exorcist returned under a new animation studio.

Covers:
Chapters 38-68
Vol. 10 - Vol. 16 (1 Ch.)

Note 1: the chapters covered from this (and the next) season seem like there was a lot of content cut from the manga in the anime. While there are some notable omissions (specifically from Ch. 35-42), the main reason for this change is the length of each chapter in the manga.

Blue Exorcist is a monthly manga series, and a rule of thumb for monthly series is that each chapter contains around 50 pages (compared to weekly series which have around 20 pages per chapter) which holds true for the first batch of Blue Exorcist chapters.
However, from around Ch. 16, more and more chapters contained 30 pages or fewer. The only exception is the Blue Night Saga, where chapters became a lot longer again (which is why it only covers 20 chapters).

Note 2: the missing chapters/cut content in this season don't influence the main plot all too much. The only real cut arc is the "Terror of the Kraken" arc from Ch. 35-37, which is extremely loosely adapted in S1 E11, the other cut content mostly consists of the main group going after more of the "7 School Mysteries".

Fourth season of Blue Exorcist, covering the Beyond the Snow Saga

Covers:
Chapters 69-99
Vol. 16 (5 Ch.) - Vol. 22 (1 Ch.)

Fifth season of Blue Exorcist, covering the Blue Night Saga

Covers:
Chapters 100-120
Vol. 22 (4 Ch.) - Vol. 25

Note: Chapters 110-113 (all from Vol 24) have been skipped in this season. This is likely because they don't particularly fit in line with the main flashback arc (as they mostly feature Yukio and Lightning), and they will likely be covered if the "Of One Cloth" Saga gets adapted.

Non-canon Movie that takes place at an undisclosed point during the first season.

Features elements from the "Phantom Train" Bonus chapter from Volume 6

Single episode OVA for the first season

Loosely based on the "Kuro Runs Away" Bonus Chapter from Volume 6

Two episode OVA for the second season

10 mini-episodes for the first season

Based on the 4-panel bonus comics found in Volumes 2-5

Single mini-episode for the Blue Exorcist movie