The answer differs depending on where you live. Federal Motor Vehicle Safety Standards state that rear fog lights are not required to be equipped in the US Unfortunately, there has been no push on the issue. Many drivers in the States aren't aware of what these are, often mistaking them for brake lights. Rear fog lights are red, bright and used in bad visibility which allows other drivers to see your vehicle from behind.
In the UK, there are different rules. Although front fog lights are not a legal requirement on vehicles, there are law that prohibits their usage as they dazzle other road users.