Fog is a great way to add atmosphere to a level and is controlled via Console Commands:

fog 0.00 0.00 0.00 0.00

The four values are as follows: fog density (how much fog), red, green, blue.

Height fog

To add height fog you add more values which are: fog density, red, green, blue, alpha, start, end, height, fadedepth

fog 1 1 1 1 1 0 16384 96 32

This puts fog at Z 96 in the level which fades in to full density at Z 32. The last parameter is depth, below the height the depth is a transition period (you can set it to 0 if you want perfectly hard fog transitions) but it’s recommended to let it ease in a bit to obscure the transition line.