Polarising filters are often used to darken blue skies. You can do this digitally instead – though polarisers do more besides that you cannot do digitally.
Polarising filters darken blue skies and can cut through reflections and glare in water, glass and polished surfaces. They come in two types: linear polarisers are cheaper and older and don't work well with modern autofocus systems; circular polarisers are more expensive but they are the type needed for modern cameras. Polarising filters are often used to intensify blue skies in landscape and travel shots and it is possible to create a digital polarising effect.