This is a very simple way to add fog on your photos.
The secret to realistic fog is to vary its density;

Open a image you like to add fog



Create a new layer (press Ctrl+Shift+Alt+N in the same time)
Select a brush with a large and soft tip.Then choose Dissolve from the Mode pull-down menu in the Options bar, and set the Opacity to 80%
to create tiny dots with each stroke.Set the foreground color to a grey and draw something like this



No go to Filter > Blur > Gausian Blur and use a radius amount of 7



I hope you like it.
Thanks