Fog effects create a whole different level of awesomeness in any way used. These effects may be used in parties, bars and dance clubs, halloween effects, concerts, theatre plays, horror films, fire safety trainings, etc.
Typically, in the above mentioned purposes, production members use dry ice fog machine with a large closed barrel (traditionally a converted 55 gallon barrel) with a water heater, a hose or vent outlet with an exhaust fan and a way to lower a quantity of dry ice into the water on cue. Large hoses or ducts are used to deliver the fog to the stage.
There are also fluid-based machines manufactured by a number of companies. You can easily find one here fog machine check it out at GuitarCenter
While there are a number of innovations and minor variations, for the most part they are similar in that they consist of a fluid reservoir and a pump for moving the fluid to the heat exchanger and a nozzle through which the vapor leaves the machine.
Many machines are smaller than a typical microwave oven, quite portable and operate off a single 15amp electrical outlet. The manufacturers have developed a number of accessories or modifications to adapt these machines to meet specific needs.