The only solution that I know of and that works nicely, is a SkyPlane:

This is a blue sky and a dark-turkis kind of fog.
The skyplane is a very large quad, and it requires some hills on the horizon because it does not bend to the ground, as a skydome or skybox. Other than that, the fog fades nicely. The texture may be tiled.

This is a blue sky and a dark-turkis kind of fog.
The skyplane is a very large quad, and it requires some hills on the horizon because it does not bend to the ground, as a skydome or skybox. Other than that, the fog fades nicely. The texture may be tiled.