In the days of yore (35 mm) I and many others used a UV anti-haze filter for distant scenes in the usually moisture-laden air of the UK. Do they work with digital cameras? (I have a Nikon D3100 with as-bought lens).
The reason we used UV filters back in the "old days" was because most of the film was somewhat sensitive to UV light and it usually showed up as a bluish haze in color pictures (gray haze on B&W film) - worse at high altitude and in long shots with humid air. Modern digital cameras have a UV/IR filter just in front of the sensor. No need for a UV filter with digital sensors.
Distant hills being faded is a result of atmospheric haze, but a UV filter is probably useless against it. It's more a matter of sunlight reflecting off of particles in the air. Try a circular polarizer and see if that helps a bit.
"Beauty is in the eye of the beholder and it may be necessary from time to time to give a stupid or misinformed beholder a black eye." Miss Piggy
As Ernesto suggests, there are editing techniques that will increase contrast. One of the techniques I use in Capture NX2 is to use the Contrast/Brightness adjustment with an opacity selection of Multiply. I apply this technique locally - just to the areas of the image that should have more contrast.
Photoshop has similar tools. I would consider this to be a relatively advanced technique. It is best applied to a RAW file.
Another approach that can be used in editing is Low Key - which I apply using a Nik Color Efex plugin. Again - it must be applied selectively.