I'm not if there is a Fog/Steam Emitter but have you tried the Special Effects Machine from Get Famous (This one should work indoors) or the Weather Machine from Seasons? (You may need to upgrade the latter and it will have to used by a Sim), I'm not sure if either do any of those things but it could be worth checking them out.
I just remembered that the Tombstone from the Spooky stuff pack does emit fog when you turn it on so that's an option, I don't know if it works in a confined room but it's a party decor item that acts like a light/special effects item so I'd think it should. Check out the various Occult packs, they may have some more stuff like that.
It's worth noting that Forgotten Hollows, the world that came with the Vampires game pack has a constant fog surrounding it. It's hard to know how to help you when I don't really know what you are building, but I hope this helps regardless.