The Voice in the Fog by Harold MacGrath

A London fog, solid, substantial, yellow as an old dog's tooth or a jaundiced eye. You could not look through it, nor yet gaze up and down it, nor over it; and you only thought you saw it. The eye became impotent, untrustworthy; all senses lay fallow except that of touch; the skin alone conveyed to you with promptness and no incertitude that this thing had substance. You could feel it; you could open and shut your hands and sense it on your palms, and it penetrated your clothes and beaded your spectacles and rings and bracelets and shoe-buckles. It was nightmare, bereft of its pillows, grown somnambulistic; and London became the antechamber to Hades, lackeyed by idle dreams and peopled by mistakes.