No problem.
For all maps of a given tileset, there's nothing to it. It's actually in the settings for the tileset-- just go to the "Fog" section, and assign a fog, give in an opacity of about 64, and you're good.
The alternative is a little more complex, but still very simple.
This is one case where Erase Event is actually useful. Basically, on the map that has the fog, put in an Autorun event.
This event will use Change Map Settings to change the fog graphic from, presumably, nothing, to a fog. You can mess around with options from there. End the event with Erase Event. That stops the Autorun from freezing the game, but the event will reset when you leave the map, re-fogging things when you re-enter.