from: 'incident of the letter.'
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At the risk of sounding obvious, the city was foggy. I think the word "slept" (another personification) tells us fog was a usual occurrence in London hence the term "London fog".
The use of the pathetic fallacy implies the reflection onto the charcters, as fog connotes a cloud of judgement. Whilst the use of the metaphor to describe it as sleeping suggests the strong and motionless qualities of the fog. Also being a technqiue used in gothic literature of grotesque imagery, all portraying the sinister mood.