I heard anecdotally that the difference between Alberta and Saskatchewan is that Alberta was primarily "ranchers" - cattle farmers - and Saskatchewan "farmers" - crop farmers. Ranchers are more likely to think that it's everyone for themselves when times get tough, while the farmers are more likely to reach out and help their neighbours when they need it. Hence, Alberta's "Conservative" belief and Saskatchewan's "socialist" belief. This, while rather nice to think about if you're from Saskatchewan (guess where I heard it?), seems a bit too neat given the inevitable complexities of political history.

Though I have not looked into in detail, I can sketch out the general context surrounding the changing political landscape of these two provinces.

Both provinces were formed in 1905 out of the old Northwest and emerged as Liberal strongholds for then Prime Minister the Liberal leader Sir Wilfrid Laurier. He and his cabinet had overseen the arrival of many of the region's immigrant population as part of a settling of the West. In 1911, the election that saw Laurier ousted from office, it was the support of the Prairie farmers that Laurier thought was strong enough to gamble on reciprocity - or free trade - with the United States. It would not be enough to keep the Liberals in power, but in some ways Laurier's actions in 1911 are a testament to his confidence in the "liberal" strength in Alberta and Saskatchewan.

Unsurprisingly, for the first couple of decades of existence, the western provinces of Alberta and Saskatchewan would be dominated by Liberal governments. The 1920s and 30s would be a point of divergence though as two different political cultures emerged. Here is where I wish I had a couple of books on hand to double-check some stuff, so excuse me if I get a bit general.

In both provinces there was a general shift from rural to urban, a population move that was reflected across Canada. Though urban would not outnumber the rural for some time (it wasn't until the 1950s that this process finished), it represented a change in political intentions. Urban voters suddenly had new values and concerns defining their political desires, while rural voters were increasingly desperate to have government policy reflect their needs over urban ones.

In Alberta, the United Farmers of Alberta were elected in 1921 to a majority government. Like other United Farmer victories in Manitoba and Ontario, it reflected a general dissension with urban-focused governments coming out of the war years. The United Farmers' victories is a topic that deserves another post entirely though, suffice to say, their electoral success was not necessarily rooted in a deep political conviction of voters. The difficult times of the Depression would demolish the party in Alberta, and in 1935 the Social Credit Party was elected under William Aberhart.

Aberhart was a successful evangelical preacher who had made a name and an audience for himself using the new medium of the radio. His voice thundered across the province and appealed to rural and urban voters alike. It's been argued that urban voters liked the radio and its "modernness” as a new technology while rural voters were drawn to its "antimodern" oral nature – it was just like the old politician giving a stump speech. Aberhart eventually began disseminating economic policies through his programs, namely the idea of "social credit." Social credit was (in brief) the idea that the government provided increased spending power to the individual through relief-programs. Essentially, money in exchange for contribution to society, ie. social credit. It was a good idea in theory, but never worked in practice. Still the Social Credit Party would govern Alberta until 1971. They continually advocated for the idea of social credit while lamenting the federal government's "refusal" to allow the policy to be enacted. In reality, it was impossible, but it helped further define Alberta's regional identity against Ottawa. The Conservative Party, which won the 1971 election and governs uninterrupted to this day in the province, would use a similar tact. Of course, in the Trudeau era there was more than enough reasons for the contrast of a regional identity against a national one.

Alberta emerges into the late 20th century with a long governing party that was able to provide increasing economic prosperity after the discovery of oil at Leduc in 1948 as well as a legitimate appeal to regional values and the protection of them. I would suggest that Alberta's conservatism is probably not so much a result of any innate characteristic of Albertans coming out of the 1920s and 30s, but rather a confluence of factors that allowed a single governing party to shape society over a long period of time. Today, many Albertans are conservative and the rest of Canada likes to associate them with the rise of the Reform Party and the Conservative Party of Prime Minister Stephen Harper, but that too is a result of many factors not just “Conservatism.”

In the same way, Saskatchewan's history reflects influences that pushed them towards the “socialism” of Tommy Douglas and his Co-operative Commonwealth Federation (CCF) government first elected in 1944. Like Alberta, they too came out of the First World War dissatisfied with Ottawa. As the link provided by the other poster notes, they also rejected the ruling government in the midst of the terrible circumstances of the Depression, which hit Saskatchewan wheat farmers even harder than their Albertan neighbours. State control over the Wheat market through the 1935 “Wheat Board” worked well for most of the farmers in the province, perhaps acclimatizing them to the idea of state intervention for the betterment of the people.

Here is where my details get hazy again... Bill Waiser's book, Saskatchewan: a New History does a really great job of exploring the different religious and ethnic tensions in the province during these years. Unfortunately I last read it several years ago and don't own a copy today. Suffice to say, the outcome was a popular consensus that Canada's first democratic socialist government under the CCF could best guide Saskatchewan forward. Douglas' subsequent electoral success allowed him to govern from 1944 to 1961, when he leaves to form and lead the federal New Democratic Party. Again, a long serving government that instituted “left-wing” legislation, such as healthcare to its citizens and the creation of many Crown(state) corporations to oversee resources, imprinted its values on the province. Though, the case is less clear for Saskatchewan as a “left leaning” region since the Premiership has flipped between parties several times since Douglas left in the early 60s.

I hope that too-brief explanation at least reinforces the same point I made about Alberta: that regional forces and contexts allowed for a particular ideology to succeed and in turn influenced the people they governed. Whether or not there is a deeper explanation for the divergent political culture of those two provinces, I am not sure. At least within the realm of political governance, I think specific circumstances influenced right and left wing successes that helped strengthen and encourage political stereotypes about Alberta and Saskatchewan. Which certainly have a grain of truth to them. But as a final note, electoral success in Canada's political system does not always mean popular support. “First Past the Post” means that a winning party can receive (and often does) far less than a majority of the popular vote. Certainly not 100%. So there have always been “liberals” in Alberta and “conservatives” in Saskatchewan.

Of the 14 federal constituencies in Saskatchewan, 13 are currently occupied by members of the Conservative Party of Canada. While the province has a large provincial New Democratic Party opposition, the federal NDP(Left) hasn't won a seat in Saskatchewan since 2004. The Liberal Party only have 1 seat!

You can read the political history of the province from the encyclopedia of Saskatchewan that will answer your question perfectely Link

To add a little bit to canadianhistorian's terrific analysis, I'm not sure if you're meaning provincial or federal politics but Alberta has historically been provincially conservative. The social credit and the pcs who are the only party in power for the past 40 some years. As for federally, Alberta has been consistently conservative (except for Edmonton, which has elected ndp mps) mostly due to Trudeau ' s national energy plan, which was before time but according to my family, the death knell of the Liberals. The plan was to nationalise energy, specifically oil, which is a provincial asset. Now, whether or not the NEP was designed to do that or if that's how it was perceived, the common refrain now is that it was Ottawa taking Alberta ' s money to spend in Ontario and Quebec. And ever since then, and a western belief that the East always looked down on the West/Prairies as country bumpkin has endeared non - conservative mps or mlas. Imo, most of it is perceived insults and not actual insults.