First, be aware that you have posted to the Photoshop forum, not the Illustrator forum. The general concepts of color and color management are the same across the spectrum of digital imaging. However, its implementation is slightly different from application to application, so you may also want to post your question to the Illlustrator forum.
[EDIT: Brain fart on my part... This is the color management forum, NOT the Photoshop forum, so you are in the right place! (I spend most of my time in the Photoshop forum; I lost track of where I was...)]
That said, you're running up against a general concept: color gamut.
The color you've spec'd in your RGB file (0/0/130 - and we'll assume for now that it's in the sRGB color space) is outside the gamut of every CMYK color space. That means that the RGB color you see can not be reproduced using a mix of the four CMYK process colors (cyan, magenta, yellow, black). When converting to CMYK, the software picks the closest color that is within the gamut of the CMYK space, hence the color shift.
When you're designing for CMYK, it's best to work in soft-proof mode which allows you to see a pretty close approximation of what your colors will look like in the final color output space - in your case, CMYK.
In Photoshop, to turn on soft-proof, go to View > Proof Setup> Custom... and choose the CMYK output space that matches the press conditions you are designing for.
There are books written about this, but hopefully this short answer points you in the right direction.
Message was edited by: Rick McCleary
Thank you for your response. I was hoping for some feedback on a technique(s) people use to match a color they have in RGB that they want an equivalent in CMYK in Illustrator. Because the closest match Illustrator gives is almost like it is matching the color by choosing from a pool of 256 colors and matches the closest hue or something. It isn't even a close match. I was hoping for a simple technique on trying to match the RGB color similar to what you mention on proof setup in photoshop. Or even a color converter on the web that does a good job.
If an RGB color is within the color gamut of your CMYK output space, a match is possible. However, if the RGB color is NOT within the color gamut of the CMYK space (as is the case with your example - R0/G0/B130), it is a physical impossibility to print that color with a mix of the four CMYK process colors. There is no magic technique, no trick to make that happen. (A fifth color is always an option, but at considerably higher expense.)
A highly skilled prepress operator working in collaboration with a highly skilled pressman can squeeze a slightly higher gamut out of CMYK than can someone who simply pushes the "convert" button. But even they can't get R0/G0/B130 to print using CMYK inks.
When preparing for CMYK, choose colors with an awareness of the color gamut restrictions.
In the Color Picker, a triangle will appear next to the color being chosen as a warning that it is out of gamut for your current CMYK Working Space.
You need to understand just a bit more than it seems you do about the nature of RBG and the nature of CMYK. What you are asking is similar to someone asking for caramel to make their apples taste better, but they're actually eating orange slices.
The 8-bit RGB spectrum, or range of colors, is limited to a mere 16.7 million different colors. This is due to the physics of mixing light and the way computer circuits turn on or off 8 times per pixel per channel, which is where the 256 shades of grey comes from. Reproducing the RBG spectrum in CMYK reduces the available number of colors due to the far more limited nature of mixing ink instead of light. On a typical sheetfed commercial press you have far fewer "shades" of each ink color available to you. A dot on a press will disappear somewhere between 2-3%, falling out to 0% (paper white), and will plug to 100% at around 92%, effectively allowing you an actual gamut of somewhere around 32,000 colors.
When you ask for your RBG colors to be better represented, the best you'll get is to use Bridge to set a common color management system in place, make certain your monitor is calibrated to the best it can be (and if it's a lower end monitor make sure you've tilted it to the best position) and work in soft-proof mode, where you "see" cmyk while working in RGB. You might also consider some of Pantone's color conversion books and charts that show you the optimal CMYK translation one can expect on either coated or uncoated papers.
This is one area where there is no substitute for years of experience in putting ink on paper and studying printed color charts.
I'd invest in a swatch book. That way you can pick the one you want for print from the book, and pick the one you want for screen on the screen. (You can't get an RGB swatch book; that would be silly.) You'll have to type in the numbers yourself, swatchbooks seem like big, clunky, outdated things, but there Is No Possible better way to do it and get it right.
You simply need to change your method of approach. Step One: If you wish to print your images with a commercial press, create your Illustrator/Photoshop/InDesign document with Document Color Mode set in CMYK, not RGB.
All print work should be in CMYK. All the additional comments about colour gamuts made by others apply.
Step Two: Important you read Bruce Frasers book, Real World Color Management. Meanwhile apply the principle of avoiding colour mode conversion by working in the mode that suits the job. Please note that Pantone colour swatches are a separate topic which requires a printed swatch sample book to act as a true guide to the printed result. An on-screen pantone colour will not print as it appears on-screen unless you have made careful efforts to calibrate your monitor and set up your Adobe Colour settings correctly.
I have written a guide to help people in your position get their Adobe Suite applications set up correctly. See: http://forums.adobe.com/thread/775255?tstart=0
If you want your inkjet printer and your .pdf files to to print like your screen image you need a Spyder Calibrator or similar. I do not wish to overburden you with this stuff but the fact is that colour issues are complex and the only way to learn is to work your way through a step at a time.
Hope this helps.