This method is very flexible and can easily adapt to how you would like it to be. Every thing to the colour, density to the way it interacts in the scene is changeable. Here are the screens shots that I managed to achieve with just a couple of boxes as buildings.
Above in the picture there is a light gray fog that is even thoughout the picutere.
Below is have created the fog darker from right to left as if the fog is rolling in. Here I have just messed about with changing the colour to a buleish colour, but kinda give a look as if its under water!
I played around with more of the setting below and i managed to have the fog higher up and you can clearly see a cut off where the fog starts.
Here i made a dirty colour for the fog, with a blue haze ontop, to give two layers as there is a gas that is lighter then the fog which sits ontop.
Here I just made a spot light in the middle to see how light would come out across in the fog.