If, by chance, there are any fans of Morrowind here, there are shaders for the OpenMW source port that add volumetric fog and the game becomes absolutely stunning with them. I'm sure that was what the original developers intended but couldn't achieve with the computers of the age.

Volumetric fog has a special place in my heart.

Shout-out to his incredible mod adds volumetric fog to GTA 4: https://fusionfix.io/iv