Fog is a plot related element in the Persona series.
The fog is a substance found in the Midnight Channel. The thick substance keeps the Shadows from going berserk, unless a Persona User is nearby. It is hard to travel the fog due to being so thick, making it hard to see, as well as causing fatigue. Only those wearing Glasses are able to see through the fog and move normally. Once a month the fog leaves the realm, causing the shadows to go berserk and try to kill any normal humans there.
Its purpose to blind people from the truth in order to allow them to live in blissful ignorance. Once Tohru Adachi is outed as the killer the fog enters Inaba and remains there. People begin to embrace the fog and its lies, becoming erratic. If nothing is done concerning Adachi in Magatsu Inaba, then the people of Inaba will become shadows near Christmas, killing the Investigation Team. Once Adachi and Ameno-sagiri, a being who spreads fog and uses it are defeated, then the town returns to normal.
The fog bearer, Marie, must then carry the fog within her and enter the Hollow Forest, which will become the grave of her and the fog. Eventually the fog takes control of her after she becomes Kusumi-no-Okami and attempts to deny the truth in order to live in blissful ignorance. Izanami sought to spread the fog to Inaba and eventually the world as it was the collective wish of humanity to embrace blissful ignorance. She is eventually defeated by the will of the minority who sought to embrace the truth and congratulates them, with the fog vanishing and revealing the Midnight Channel's true appearance upon her defeat.
Persona 4 Arena UltimaxEdit
The Red Fog is a sinister substance that spreads into the real world and transforms Inaba into something similar to both the TV World and the Dark Hour, transforming the land and making Yasogami High School into a giant tower similar to Tartarus. The fake Shadow Selves are able to operate for some time in this fog, and General Teddie knows all that happens within it. The Red Fog causes Persona Fragments to disperse from people as they fight the shadows, leading them to the top of the tower. It's mentioned that normal humans will transform over time if they stay in the fog too long, and it is hard to see in it without glasses.
Later they reveal that the Malevolent Entity is the fog itself when he transfers himself from Shadow Teddie to Sho Minazuki. The fog allowed him to cause unbelievable pain to those who reside in it, causing their bones to feel like breaking and even making it harder to breath. This power is gone once he summons his own physical form, but upon his defeat and without the fog to keep it together, the town returns to normal.