Problem 6 from the 2007 IMO is related. That problem was to determine the least number of hyperplanes needed to cover $\{0,1,...,n\}^3 \setminus \{(0,0,0)\}$, and the answer is $3n$. In general, the least number of hyperplanes needed to cover the lattice points in $\prod_{i=1}^k \{0,1,...,a_i\} \setminus \{\vec{0} \}$ is $\prod_{i=1}^k a_i$. This is an easy consequence of a deep result, the Combinatorial Nullstellensatz, which says that if $x_1^{e_1}...x_k^{e_k}$ is a term of highest degree of a polynomial $P$, and $S = \prod_{i=1}^k S_i,|S_i|=e_i$, then $P$ is nonzero at some point of $S$. This covers the case that the lines in each family are parallel (not just an evenly spaced grid).
For non-parallel lines, I don't know the answer in general. The $3\times 3$ case is covered by the Cayley-Bacharach Theorem, that if two cubic curves intersect in $9$ points, then if another conic passes through $8$ of those it must pass through the $9$th. The union of three lines is a cubic curve. So, the red lines and blue lines are two cubics intersecting in $9$ points, and if we have $3$ lines through $8$ of those points then they define another cubic which must include the last point.