Before getting to the man in the fog, a bit of self-promotion. I have a piece coming up in the next issue of McSweeney's The Believer magazine (the one with the great Charles Burns covers). Due out in under a week, buy your copy for a pittance here! I also co-wrote a piece for The Huffington Post, which will theoretically turn up at some point.
Anyway, back to the man in the fog. In the first proper post here, I talked about an image that turned up on a number (five at the time) of book covers. The photo is 'Man in Fog' from 1935, by Arthur Tanner.
I now know of it appearing on nine books (more, in fact, since the Simenon below stands in for a whole series of Maigret books, all of which used the image).