Aims: The aim of this paper is twofold: 1) to investigate the properties of extragalactic dust and compare them to what is seen in the Galaxy; 2) to address in an independent way the problem of the anomalous extinction curves reported for reddened Type Ia Supernovae (SN) in connection to the environments in which they explode. Methods: The properties of the dust are derived from the wavelength dependence of the continuum polarization observed in four reddened Type Ia SN: 1986G, 2006X, 2008fp, and 2014J. [...] Results: All four objects are characterized by exceptionally low total-to-selective absorption ratios (R_V) and display an anomalous interstellar polarization law, characterized by very blue polarization peaks. In all cases the polarization position angle is well aligned with the local spiral structure. While SN~1986G is compatible with the most extreme cases of interstellar polarization known in the Galaxy, SN2006X, 2008fp, and 2014J show unprecedented behaviours. The observed deviations do not appear to be connected to selection effects related to the relatively large amounts of reddening characterizing the objects in the sample. Conclusions: The dust responsible for the polarization of these four SN is most likely of interstellar nature. The polarization properties can be interpreted in terms of a significantly enhanced abundance of small grains. The anomalous behaviour is apparently associated with the properties of the galactic environment in which the SN explode, rather than with the progenitor system from which they originate. For the extreme case of SN2014J, we cannot exclude the contribution of light scattered by local material; however, the observed polarization properties require an ad hoc geometrical dust distribution.
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