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I was hiking and noticed as I tilted my sunglasses (which are probably polarized), right at the horizon where the sky was against a mountain, it would change from lighter to darker blue.

This only occured right above the horizon, and I didn't see a noticeable change when looking directly up at the sky.

Is there more of a certain polarity of light coming from the horizon? If so, how can this be explained?

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Where was the Sun at the time?

The sky is viewed through Rayleigh scattered light. Unpolarised light (or rather, the electric field in the electromagnetic radiation) from the Sun can be imagined to cause oscillations in the bound electrons of atoms and molecules in the atmosphere. These electrons then remit light as oscillating electric dipoles, with a polarisation in the direction of the oscillation. The greatest degree of polarisation occurs when the scattering angle is through 90 degrees (since one of the polarisation states of the incoming solar light is effectively "unseen"). The exact relationship between viewing angle and Sun angle will be a little more complicated since the scattered light arrives from different heights in the atmosphere.

Anyway, when the Sun is near zenith, the biggest polarisation effects will be seen near the horizon.

The details are readily found here.

ProfRob
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    And this provides one of the two simple ways to find the axis of polarization of a Polaroid sheet without reference to one that is already labeled. Mind you, taking advantage of Brewster's reflection is more precise. – dmckee --- ex-moderator kitten Jul 26 '15 at 16:29
  • It was 1-2pm when I saw the effect on the horizon against a mountain climbing down from a 14,000 foot peak (maybe elevation makes a difference) – Skyler 440 Jul 26 '15 at 19:58
  • @Skyler440 With the Sun ~overhead, that puts maximum polarisation at the horizon. As I said. – ProfRob Jul 26 '15 at 20:03