While there are a few different types of fog, the one that caused the visibility crisis this morning is called Radiation Fog.  Although it has a pretty ominous sounding name, it's fairly simple.

Over the summer, the earth beneath us and water is heated.  Overnight the heat of the earth means that they continue to release moisture back into the atmosphere.

As we hit Autumn the air begins to cool.  This warm air rising from the earth hits the cool air, and the moisture condenses into fine visible droplets.  Voia - the fog!