When a heavy fog like Tule fog settles in, any harbor or airport under that fog bank is said to be "socked in." The term was first recorded in 1944. It comes from the early days of aviation when one would look at the windsock to determine the flying conditions. If you couldn't see across the field to check the windsock, then in the days before GPS and radar, you had no business taking off.
Today, the expression can apply to any zero visibility situation. Anywhere that you can have a cloud descend on you--skiing, San Francisco, Boston Harbor, LAX--you can be "socked in".