 The "fog" in the scene after Sarah and Reese leave the bridge where  they spent the night is actually bug spray, due to the big "fly  scare" in the filming location at that time. The crew was going to  wait until the spray dissipated, but decided to use it as fog for  the effect instead. This is revealed in a DVD easter egg, which can  be found by pressing the right arrow in the languages section until  the square on the right is lit up.