Yes, that's precisely what my advice would be - Photoshop, Paint Shop Pro, or other advanced processing software that lets you create multiple layers. In particular, when dealing with foggy effects, as long as the shot itself is generally in focus and has some color and contrast in it, but is just 'faded' looking because of the lens fog...then creating a duplicate layer, and changing the blending mode to 'multiply' will strongly increase the dark shadows and also double the color depth - if too much, you can drag the blend slider back from 100% until it looks good - if not enough, you could try making a second layer in the same blend mode, adjusting the slider until it looks better.
You will sometimes suffer a little extra graininess or noise when doing this, and sometimes might slightly blow out some shadow areas or highlight areas, but you can bring back much of the depth of the photo and get much of the 'foggy' look out of it.