The polarizing filter (should be called a polarizing screen) is likely the most valuable optical filter you can possess. The polarizing screen mitigates reflections. It does not work on all surfaces but it works on most. You can use it to diminish annoying reflections on glass and on water. This filter darkens a blue sky making clouds stand out without changing the other colors of the vista. The polarizing screen also cuts haze like a UV filter. The problem is, you can’t just mount this filter and expect topnotch results. You mount and then, peering through the viewfinder, you rotate the filter for effect. You see, the filter screws into the rim of the lens barrel, and its mount allows you to manually rotate the filter for effect. You will find that the maximum effect will be realized when you are taking a picture at a right angle (90⁰) to the sun.
Most likely the only difference between your first polarizing filter experience and this one is beginners luck. You should try again, and this time rotate the filter as you compose for best effect.
On the technical side: The polarizing screen acts as if it has microscopic lines ruled all parallel to each other. This arrangement acts like a picket fence and only allows light waves that are orientated with the pickets to transverse the filter. This allows the filter to pass some light rays and reject others. That’s why we must rotate the filter for effect. There are actually two types of polarizing screens. You likely have a circular polarizing filter. This is the approved design for the digital camera. This is actually two filters sandwiched together. The first one is a standard linear polarizing screen. It is the first one that does the deed. The second is called a retarder -- it de-polarizes. This sandwich design is necessary as most modern cameras will have their auto-focusing and auto-exposure determination disturbed by the polarizing screen. The circular polarizer is a work-around.
It’s time to re-try your polarizing filter; there is likely nothing wrong with it.