Here is a blues fiddle discography that I put together a few years back. Mostly it doesn't have names of CDs, but rather suggestions for artists to listen to. BOth of the Old Hat label CDs already mentioned are definitely the best place to start.
Blues Fiddle Discography 2008

Start here with these great blues fiddle anthologies:
Violin Sing the Blues For Me – Old Hat 1002
Folks, He Sure Do Pull Some Bow – Old Hat 1003

Blues fiddlers from the 1920's and 1930's (mostly)
Mississippi Sheiks (also Bo Carter/Chatmon, Walter Jacobs/Vincson /Vincent, Lonnie Carter/Chatmon, Chatmon Brothers)
Peg Leg Howell (Eddie Anthony is the fiddler)
Howard Armstrong (Louie Bluie, Tennessee Chocolate Drops, Martin Bogan & Armstrong)
Clifford Hayes w. Louisville Jug Bands (Sara Martin, Whistler Jug Band, Dixieland Jug Blowers, etc.)
Tommie Bradley (James Cole)
Andrew & Jim Baxter
Beauford Clay with Blind James Campbell (Arhoolie CD438)
Butch Cage with Willie B. Thomas (Arhoolie CD 372 – Country Negro Jam Session)
Henry "Son" Sims (with Charley Patton, Muddy Waters)
Memphis Jug Band (Charlie Pierce)
Will Batts (w. Frank Stokes, So. Memphis JB, Jack Kelley's Jug Busters, etc.)

Hillbilly blues fiddlers from the 20's and 30's:
Narmour & Smith
Fiddling Doc Roberts
Arthur Smith (an important link between blues and bluegrass)
Leake County Revelers
Carolina Tarheels (no fiddle but great hillbilly blues!)
Prince Albert Hunt

Cajun & Creole blues fiddlers:
Bebe Carriere with Carriere Brothers (Arhoolie)
Leo Soileau (The Early Recordings of – on Yazoo)
Wayne Perry (Lomax Library of Congress recordings)
Dewey Balfa (Balfa Brothers play Traditional Cajun Music on Swallow)
Wade Fruge (Arhoolie)

Also of interest:
"Raw Fiddle" 2 CD set on Rounder, has some great rare fiddle recordings including some excellent hillbilly blues, Jim Baxter, etc. Available from County Sales & other places.