1/2 cup teriyaki sauce
1/2 cup red wine
2 cloves garlic, chopped
4 ounces blue cheese, crumbled
1/3 cup mayonnaise
2/3 cup sour cream
1-1/2 teaspoons Worcestershire sauce
Place beef in a shallow dish. Combine teriyaki sauce, red wine and garlic; pour over beef. Allow beef to marinate in refrigerator for 30 minutes. Preheat oven to 450 degrees. Place tenderloin on broiler pan, and cook in preheated oven for 15 minutes. Reduce heat to 375 degrees, and cook for 30 to 40 more minutes, or to desired doneness. Allow to set for 10 minutes before slicing. In a saucepan over low heat, combine blue cheese, mayonnaise, sour cream and Worcestershire sauce. Stir until smooth; serve over sliced tenderloin.