In Infernal Machine there is a setting for fog and an ability to turn it off and adjust the intensity. This is an actual graphical effect and not merely a means to reduce view distance (In face the game help file tells you to turn it off if your system is too low spec; see attached picture). However, when using higher resolutions, like 1920x1440, this game disables fog altogether. This seems to be a GOG version problem only as neither the retail discs nor the Steam version has this issue. As the fog is a graphical effect, I would like to use it. Does anyone else have a similar issue and any idea how to fix this?

The problem with the fog is that the game uses table fog for rendering fog which might not be supported with newer graphic cards. You can try removing or renaming the `ddraw.dll` in the <install_folder>/Resource and see if this helps. Another option is to try different ddraw wrappers.
For example dxWrapper https://github.com/elishacloud/dxwrapper. You can try this settings which works for me: https://www.gog.com/forum/indiana_jones_series/infernal_machine_graphical_improvements/post4.
Don't forget to make backup!

Uninstalling and reinstalling can randomly fix it. I prefer to use Dgvoodoo because of the nice upscaling and AA lol. So, like I got it to work again after a few uninstalls and reinstalls. It's very random. For the longest time I thought it was a distance fogging effect like the N64 to occull objects, but no it is a legit graphical effect.