Smoke is extremely variable in particle size and toxicity. Health effect depends on hazardous decomposition products and the temperature of the burning materials. Liquids - are materials that adopt the shape of their container. Vapors may present confined space problems or present the physical hazards described earlier. Vapors tend not to re-convenes or settle out.
Fog is a prime example.
They tend to settle out quickly, with limited migration. Gases - chemicals that expand to mix with the air and occupy the maximum space available. Normally they can be neither seen or smelled. Gases may be toxic or inert. Even gases that are not toxic may act as an asphyxiant.