Maya’s volumetric materials
            and mental ray for Maya’s volumetric materials let you simulate
            fog, smoke, dust, or other atmospheric effects. 
         
         You can create atmospheric
            effects such as fog, smoke, dust in the following ways: 
         
         
            - For basic spherical, conical or cubicle
               effects, create the appropriate Maya volume primitive, then assign
               a Maya volumetric material to it, then render with Maya software.
            
- For more complex shapes, create any geometrical
               object, then assign a Maya volumetric material to it, then render
               with mental ray for Maya.
            
- Use mental ray for Maya’s participating
               media. The workflow involves assigning a transfer material to achieve
               physically accurate light participation, with the potential to generate
               shadows and caustics. 
            
(Alternatively, you can
            create the effect in post production (that is, outside Maya).)