The haar is the thick sea fog that rolls in from the North Sea, especially in eastern Scotland. Its sudden appearance and striking opacity mark it out as a distinctive feature of the local weather, forming a part of the national character and worthy of a specific name, in much the same way that Scots would be at a loss without the word dreich to describe those chilly, overcast days when the drizzle never stops unless it's to rain a bit harder.
The haar is formed when previously warm air blows in over the cold North Sea, bearing moisture that it is now too cold to hold onto. Droplets condense out of the vapour to form a thick fog, while the wind spreads the cold upwards, building the fog ever higher, and all the while blowing it over the land. The haar is usually quick to come in, and slow to leave. You might be in Edinburgh or Aberdeen enjoying a sunny afternoon - a bite in the breeze perhaps, but pleasant enough - when in the space of half an hour the city just disappears, as fingers or whole fists of fog make stealthy but rapid progress through the streets, around the hills and over the buildings. Before you know it you can't see the far side of the road, the fog is shading into drizzle and it's hard to believe it ever felt like summer.
It usually is summer when the haar hits, though, at least officially; it's most common between April and September, though it can come at almost any time. It might not be the most joyous of weather, but there is something quite magical about it. In nine years of living in the Scottish capital, I never got over the awe the haar inspires me, or the sense of unreality.
Credit to this BBC article for some of the meteorological details. It also points out that much the same phenomenon affects north-east England, where it is known as sea fret.