Horror in the fog. (Huh, "Horror in the Fog" would in fact not be a bad title for a Lovecraft story.) It's a natural fit: fog can be atmospheric (LITERALLY) and moody. You see less in it. It's a porous curtain on the world. Sounds seem to disconnect from their sources. The fog's water droplets can pick, pick, pick at you like the world's tiniest and wettest gnats. The point is, fog can be unsettling.
It doesn't have to be just that!
I want happy fog. I want fog that hugs you. I want comforting, gentle fog. Singing-and-dancing fog is probably not likely, but I can dream, right?
"Fog is cool." That could be an ad slogan. It's also true.