... and develop for the highlights!
On the yellow filter: films are proportionally more sensitive to blue than our eyes are, and a yellow filter roughly brings the film sensitivity curve into line with our eyes. Because haze is caused by light scatter, which affects the blue end of the spectrum more than the red, a yellow filter will cut through haze; orange and red even more so. And the standard reason - white fluffy clouds. Without the filter, you may need to burn in the skies (in a darkroom) to bring out the clouds. On a bright sunny day, the shadows are illuminated by skylight, which is blue (like the sky); hence shadows are bluish, and darkened by a yellow filter. This means that it will bring out the texture in side lighted snow in sunshine. On portraits, you'll lighten the lips slightly, but also reduce any skin blemishes or freckles, an effect which orange and red will do even more strongly.
Other colours may be used, and have some specific uses. I normally carry yellow, orange, red, blue and two greens. Strictly two yellows, since one is a "minus blue".