The progression of filters that darken blue skies goes from yellow through orange to red. A green filter will darken skies too.
The sky seems blue, but except for very highly saturated skies, it contains green and even a bit of yellow and red. A yellow filter will block the blue component. Orange will block the blue and a bit of the dark green. Red blocks everything except the red component, which in very saturated blue skies (e.g., high altitudes) is almost nothing; therefore, very dark skies with the red filter in this case. Green will block the blue and red component of skies, darkening them more or less depending on the green component of the sky.
Blue and cyan filters will lighten blue skies.
The more saturated blue the sky is, the more effect a specific filter will have. On the other hand, milky blue skies like one often finds at the coast or on continental Europe react less intensely to filters. Here, a red #25 filter may only slightly darken the sky. It all depends on the spectral content of the skylight.
Keep in mind that whatever happens to the sky with a filter also happens to the skylit shadows in a scene. Blue-lit shadows can go awfully dark even with a yellow filter, especially if they are on the exposure threshold anyway.
Hope this helps,
Doremus