Smoke Machine

A fog machine (also called a smoke machine) is a device which emits a dense vapor that appears similar to fog or smoke. This generated "smoke" is perfectly safe to breathe, although individuals with breathing complications such as asthma may experience some irritation. Most fog machines create the fog by vaporizing a water and glycol-based or glycerine-based fluid. The fluid is injected into a heated block, and evaporates quickly. The resulting pressure forces the vapor out of the exit. Upon coming into contact with cool outside air the vapor forms a fog....(ref. WikipediA)

Here is one of them. The EF400 Fog Machine has a powerful 400 Watt Heater & 1 Eliminator brand Fog Juice Container. This machine uses only water based fog juice and displaces 1,500 ft³ of fog / minute. Dimensions: 8.5" x 6" x 6" (H x W x D); Weight: 5 lbs.

Fog machines greatly enhance any lighting by causing the beams to stand out. The addition of fog makes lights appear almost solid and columned, while greatly punctuating the effect of strobes and flowerspots.