Are you near the ocean? I used to see this effect when I lived in Central California. The weather changed quickly and dramatically. This happened because right off-shore in the Monterey area, there is a very deep ocean trench. The ocean is already cold there, and the deeper it is, the colder it is. There is a low mountain range right at the coast in this area, and the Salinas valley is quite hot. When the heat from the valley hit the cold ocean water, fog/mist formed. Sometimes the fog stayed off-shore, and you could see it from land; it would be sunny and hot at the beach, but the fog could be seen, several miles out. Frequently, though, especially in the mornings, the fog came all the way in and covered the land, up until it hit the mountains. The temperature varied greatly between the foggy areas, where the sun wasn't out, and the sunny areas, which got the full blast of sunshine.

As we change our environment, the fog/mist may be affected; long-term effects are unclear. I've attached a link about this.