Sun-warmed, humid soil can steam, so may a lake, sea or ocean if the air above it is sufficiently cold. “In the latter case, the phenomenon is commonly termed steam fog (if it occurs over fresh water) or sea smoke (if it occurs over saline water)”, according to P. M. Saunders from the Woods Hole Oceanographic Institution.
This spectacular picture was taken some months ago in Romania, and captures the incredibly beautiful sea smoke over the Black Sea. How Dan Cristian Mihailescu always happens to be in the right place at the right time with his camera amazes me.