Simplest, basically a flat color. Fade fog in the distance and up.
Control the amount of fog with Details panel > Exponential Height Fog Component > Fog Density. 0.2 is a lot.
A setting on Exponential Height Fog. A checkbox at Details panel > Volumetric Fog > Volumetric Fog.
A Volumetric Fog will read the Volumetric [[Lightmap]] and color itself. It will therefor be shadowed by e.g. trees and buildings, i.e. produce god rays.
A Volumetric Fog will be illuminated by [[Light|Lights]], even dynamic ones.
Particles can create Volumetric Fog. Not sure if this is Cascade, the legacy particle system, or [[Niagara]]. Apply a Material configured as a Volumetric Material to the particles.
Legacy, superseded by Sky Atmosphere.