This look is usually created with a combination of strong tonal editing and, in some cases, high-dynamic-range techniques.

From the answers, the key ingredients are:

• deeper blacks
• increased contrast
• controlled highlights/shadows
• a slightly cool, gritty treatment

If the scene itself has very bright skies and dark foregrounds, part of the effect may come from either:

• exposing better in-camera to avoid blown highlights, or
• blending multiple exposures / HDR to recover detail across the frame

Once you have a good base image, the “atmosphere” is mainly built in post by pushing blacks and contrast and adding a gritty tone treatment.

Resources specifically mentioned:

• Scott Kelby’s “Getting that Cool Gritty Look” (using Adobe Camera Raw)
• “Dramatic Gritty Effect” on Photoshop Frenzy (Photoshop-based)

So, search for tutorials on:

• gritty portrait/landscape processing
• HDR or exposure blending
• contrast and black-point adjustments
• cool-toned color grading

Also note that if the original image is overexposed, no amount of post-processing will fully replace proper exposure at capture.