Hi, I learned that the latest time to say tachanun at Mincha is at Shkia yet I have been at a number of minyanim where they still say it after shkia. Why is this? What is the proper halacha?

Indeed you have learned correctly that to begin with one should finish Mincha before sunset. (See Mishna Bruraa 234: 7). According to the Shulchan Aruch 131:3, Tachanun is not to be said at night. However, if mincha started late, according to Mishna Brura (131:17, see also Taz 131:8, Shulchan Aruch Harav 131:4), Tachanun may be said during "ben Hashamashot ", the time between sunset and Tzet Hacochavim (which is about 15 minutes) and generally this is what it done. . By the Sfaradi custom, according to Kaf Hachaim (131:51 and Ben Ish Chai Ki Tisa 10), Tachanun should not be said after shkiah. However, according to Rav Ovadiah Yosef Shlit"a, tachanun may be said up tp 13 minutes after Shkiah. Rav Elyashiv Shlit"a said, that the minhag in Yerushalayim is not to say after shkiah. (See Tefilla Kahalacha of Rabbi Fuchs pg. 337 note 64)