
OK, so I've decided to do a little post on the structure of a painting like the one I showed yesterday. I don't intend this to be a tutorial, because there's just a thin line between that and presenting a formula. I think it would be a huge mistake to build up your painting skills by accumulating formulae, because whereas you may learn the hows of a process, you won't gain insight into the whys of it. Consequently, you'll have a hard time adapting the knowledge to different situations, and an even harder time breaking rules and still make it work.
...but that's another post entirely.
So let's get to the atmosphere, and see if I can explain what I did. In the picture above, I marked off four different areas. 1 is the foreground, and is closest to the viewer. As we go up in number, we recede into space. 4 is the farthest that we can see. Simple enough so far.
When painting atmosphere, you are essentially seeing through "stuff" like water vapor, dust, smog, etc. and so you have to paint what the landmass looks like when you see through this "stuff". Obviously, the farther you go back in space, the more of this "stuff" you are seeing through.
The simplest way to think about this, is to mix the color of this "stuff" and mix it into everything you see, and more of it as you go back into the distance, until you're seeing so much of this stuff that the land mass becomes completely obscure. The denser the atmosphere, the shorter the distance between the clearest foreground (1) and complete obscurity (4). On a typical day, this distance might be miles. In dense tule fog, it could be just six feet. But the principle is the same; gradual increase in the amount of "stuff".
But what actually is the color of this "stuff"? Now I have to emphasize that this is not a formula, but a good place to start would be the color of the sky just above the horizon. In fog, it's just what you'd see when you look at the point where everything become obscured. It would be pretty close to white. I don't actually go all the way white, because I like to keep the extreme values in reserve in case I need it in the foreground.
So if I'm mixing this very very light valued color into everything I see, and more of it as I go back into the distance, what would happen to the values of everything? The light stuff, like the water reflecting the sky (all fog, in this case)would be very light already and wouldn't change much at all as we recede into space. The land stuff, which I painted very dark in the foreground would become systematically, and dramatically lighter as we go back in space until it becomes indistinguishable with the water (and sky) It becomes the color of the "stuff" at the farthest point we can see.
Another way of explaining this is that in the foreground (1) we have a huge value range from light to dark, because the light (water) is very light, and the darks are very dark. In area 2, the range become closer, because I don't use the dark darks. In 3, the range become narrower still. The main land mass value may look the same as it did in 2, but you'll notice that the slightly darker "accents" that I used in 2 is missing in 3. And in 4, it's almost all the same value.
So that's the value structure. Now let's look at color. In a tonalist, heavily atmospheric picture like this, the overall color theme is more dominant than the local colors of the elements you're painting. In other words, you can almost forget about the color of the reeds or the grass or dirt, and just pick a hue subjectively. In the foreground (area 1), we would expect to see some local color because it is affected less by the atmosphere, but after that, you can make any color work, as long as you keep it consistent. That is to say, if you use a greenish gray for the land mass in 2 (as I did in this picture), Don't switch to orange in 3. Use the same greenish gray, and mix the color of the "stuff" (that we talked about earlier) into it.
If you have different types of vegetation, and you want to show that by altering hues, make sure both are represented in both areas, so that the same vegetation didn't suddenly change hues as we go back 20 yards farther.
You might notice that the color of the land mass becoming cooler as we recede, and say "a ha! cools recede!" Actually, it only does that because the color of "stuff" that we're mixing into the green grays are cooler than these green grays. If I were painting L.A. smog, it would get warmer as we dropped into distance, and still be convincing. So you see "cools recede" isn't a good rule.
The sense of depth is farther orchestrated by manipulating edges, amount of detail, amount of activity, change in scale, and overlapping shapes. See if you can spot examples of all of these, and you will have a pretty good understanding of how depth is created in landscape. (that is to say, without the help of obvious linear perspective.)
Below are some examples of my paintings which have heavy atmoshpere. You can see I used the same "tools" to create depth as the top pic.

Darks get lighter as we recede into space. Lights don't change much in value. I mixed the slightly violet-blue gray in the extreme distance into the bunch of trees in the mid distance. Notice I completely ignored the local colors of what you'd expect to see in a tree.

Very heavy atmosphere. The dark value of the cows systematically become lighter (closer and closer to the color of the atmosphere) as we go back into space. So do the greens. Again, because the color of the atmosphere is much cooler than the green grass, the grass become cooler (as well as lighter) as we go back into space. It's not because "cools recede".

Violet atmosphere is mixed into the stuff in the distance. Compare the tree mass in the front with tree mass in the back. Again, local colors are totally ignored, except in the extreme foreground, where I used a bit of green for the grass.

An example of subjective color. Yellow brown atmosphere affects everything. It could have just as well been painted with a blue theme or green or whatever. You can use any color you like, as long as you keep it consistent throughout the painting. This is also an example of value ranges narrowing dramatically as we go back into space. (Compare foreground trees with the back one, which is pretty much just a silouhette.)

I took the dark blue green of the closer trees, and mixed with the light blue gray of the atmosphere to get the color of the trees in the distance. More and more atmosphere as we go back farther and up the hill where the low clouds hang.

Again, subjective color theme at work. Even without fog or haze, backlit situations often look very atmospheric. The light coming through the "stuff" accentuates the veil effect and simplifies everything into shape and stepping values.
I hope this long-winded post wasn't too confusing. This stuff is basic and is explained in a lot of the popular art books out there, and I know they're a lot more articulate than I am. If I didn't make sense, I'm sure one of these books will do the job for you with... like... one paragraph and you'll be saying, "Now why didn't Terry just say that!?"