well, its nothing special, but while i was using it i thought maybe someone else will have usage for it, too.
in the screenshot its applied to a skydome and gives a quite nice transition to the sky.

Code:

---

float4x4 matWorldViewProj;

float4 vecFog;

struct VS_IN
{
	float4 position : POSITION;
	float2 texCoord : TEXCOORD0;
};

struct VS_OUT
{
	float4 position : POSITION;
	float2 texCoord : TEXCOORD0;
	float Fog : FOG;
};

VS_OUT mainVS (VS_IN In)
{
	VS_OUT Out;
	Out.position = mul(In.position,matWorldViewProj);
	Out.Fog = (In.position.y/1500)-0.25; // you may need to adjust these values till it fits
	Out.texCoord = In.texCoord;
	return Out;
}

texture entSkin1;

sampler basemap = sampler_state
{
	Texture = <entSkin1>;
	MipFilter = LINEAR;
	MinFilter = LINEAR;
	MagFilter = LINEAR;
	AddressU = Wrap;
	Addressv = Wrap;
};

float4 mainPS (VS_OUT In) : COLOR0
{
	return tex2D(basemap,In.texCoord);
}

technique heightFog
{
	pass p0
	{
		VertexShader = compile vs_1_1 mainVS();
		PixelShader = compile ps_1_1 mainPS();
	}
}

---