Below are some samples. Is this effect made with an optical filter or is it edited during post processing? In either case, what it is called?
In considering the second image I found an example out of my own collection as an example image to illustrate my point.
Before adjustments: After adjustments:
I think what you are looking at may have been achieved with HDR, as I did with my example images. I used Photomatix Pro with 3 source RAW files to achieve this. Outside of Photomatix, I did not process any further. The images that you provided look to have quite a bit of grain, so you could add that in. My original images did not have any filters applied to them.
It is heavily edited by software.
The editing is too heavily and make it uncertain if a hardware filter was used. My guess is that a CPL might have been use to get a more saturated sky.
I am not aware of a name for such style, but I see that dodge and burn techniques have been used in the editing process. Which is, in simple terms, to lighten or darken areas of a photograph. The name of such technique, I believe, originated from dark-room film processing. Photoshop offers this tool in their software, and the tools are therefore called dodge / burn tool.