Is there such a thing as freezing fog? According to The National Weather Service there are many types of fog and freezing is one of them. Fog is generally formed when heat absorbed by the earth’s warmer surface during the day mixes with cooler air, creating a cloud like mist.  When water droplets in that fog are "supercooled", you get freezing fog.

In the video you'll see this situation actually cause the implementation of a 2-hour delay in the Wilsonville School District. Here in Central New York we recently had to implement a black ice warning due to freezing fog leaving some of our roadways quite slick.

In conclusion, freezing fog is not quite as dangerous as freezing rain or drizzle, but it can be hazardous.

[NOAA]