I am working on a scene with more than one renderlayer. I have a background, and a charakter that is overlayed. When I enable Mist for my scene and than add the charakter with alpha over, the charakter is transparent and has not full opacity. I don't think this should work like this. Disabling the mist the everything works fine again.
I have recreated this problem with a simple blend.
Also I found thread on Blenderartist.org with a similar problem.
http://blenderartists.org/forum/showthread.php?p=1539163
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It's strange but this is how mist works in blender, objects further away become transparent. Should be improved some day but for now it's not considered a bug.