Colloids, also called colloidal suspensions, involve matter where the particles surrounded by a 'solvent' are very large such that, eventually, they would separate and settle (into layers).
Examples of colloids are mayonnaise (liquid dispersed in a liquid) and silty water (solid dispersed in a liquid).
In gases, there are no solvent-solute interactions to sustain a suspended state. A fog is a colloidal dispersion. In this case, the small liquid droplets (or solid particles) do not remain suspended because of solvent interactions. Ultimately, fogs settle out or the water evaporates.
Wikipedia definition of Colloid.
Procedure [local] for making an interesting colloid.