In The Fog oleh Richard Harding Davis

A beautiful and decadent Russian princess with a scandalous past, a fog that engulfs everything, a murder, an explorer believed to have died in Africa returns to London... Theres basically everything you need for a fun tale of mystery. The plot seems simple at first, but at the end theres a twist, and even after the conclusion the story spins once more. The first chapters description of being lost in a fog is great, slightly oppressive, which alone would elevate the story even if the mystery itself wasnt good. A great bedtime story, actually.