Freezing Fog
As the characters creep through the streets, they start to see patches of thick, billowing fog forming, seemingly at random. The fog is 'heavy' and stays close to the ground, filling an area to a depth of maybe four feet.
The fog may seem like an ideal way to hide from pursuers, but anyone who ventures within a patch finds that it carries a deadly chill, leeching heat from their body and leaving them exhausted. Those who fall asleep within the fog will die of extreme cold exposure within minutes.
The fog patches start to spread and merge together, cutting off escape routes. Smart or observant players may realise that the patches are not random - they are emerging from gratings in the road, their source being some malevolent force deep within the city's sewers or storm drain system. With that realisation, the characters may be able to maintain a clear area by blocking up drainage grates, or escape the fog by retreating to the side streets, which aren't linked to the drainage system. Otherwise, climbing may be the only solution.
The phenomenon is short-lived, perhaps only happening for a few minutes around midnight. It could be used to generate combat encounters if needed - some enemy immune to cold might use the fog as cover, or perhaps those killed by the fog later arise as frozen zombies, compelled to seek out living beings and drag them down into the sewers.
