1 (3 pound) whole beef tenderloin
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 F (230 degrees C).
Place tenderloin on broiler pan, and cook in preheated oven for 15 minutes. Reduce heat to 375 degrees F (190 degrees C), 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.