The only thing I know of approved for deliberate human inhalation are things like inhaler and nebulizer based drugs. Those are usually carried in a fluorcarbon (HFA-134a aka 1,1,1,2-tetrafluoroethylene in Ventolin inhaler, which just evaporates) or saline in the case of nebulizers.

Theatrical fog causes "irritation of mucous membranes such as the eyes and the respiratory tract associated with extended peak exposure to theatrical fog. " Another study "also found long-term exposure to smoke and fog was associated with both short-term and long-term respiratory problems such as chest tightness and wheezing".

Cigarettes are terrible, but vaping ain't vitamins.

https://en.wikipedia.org/wiki/Fog_machine#Adverse_health_eff...