Freezing fog made for quite the sight in parts of Montana recently. Northeast Montana endured days of fog with temperatures in the single digits and teens, and all that fog froze onto everything. The Helena Valley was a literal bowl of fog over the weekend, with rime ice coating everything like sugar.
Rime ice forms when supercooled water droplets freeze on a surface. Supercooled does not mean cool or rad, even if it looks it. What that means is water droplets that have a temperature colder than freezing yet remain a liquid because of the absence of seeds or particles that trigger crystallization.
Clouds at high altitudes are a good example of supercooled water droplets. Pilots flying planes through clouds can often have these small water droplets freeze on the plane, as the plane itself provides the droplets something to crystallize on.
Back down near the ground, trees, your car, buildings, telephone poles, and even the road surface act the same way giving liquid fog something to freeze on.