I’ve also always loved playing with fog in Unreal engine! 
's an old UT3 map I made many years back:
://i252.photobucket/albums/hh37/Lord_PorkSword/Amytis/Amytis58.jpg
Started playing around with something inspired from the map above but in UE4 with intent to make some kind of VR experience…and to use UE4’s much better fog capabilities:
://i252.photobucket/albums/hh37/Lord_PorkSword/VRTest_zpsn7els1tl.jpg
Same effect used in the new Unreal Tournament map I’ve since switched to:
://i252.photobucket/albums/hh37/Lord_PorkSword/Lost18_zps1hcjtnaf.jpg
If only VR was enabled in the newest versions of UT. 