Here are some examples of reduced saturation in the distance.
This first example is from Jeanne Mackenzie, and really exemplifies the difference between warm colors nearby, cooler colors farther away. You know that, from a geological perspective, the vegetation and rocks are the same in the two planes, and possibly even in the far background. But if you painted them that way, there would be no “space” in the painting. This is “Sedona Vista” (http://www.jeannemackenzie.com).
The second example shows just what you can do to show that thick air. This is “Sea Salt and Eucalyptus” by Joseph Paquet (http://www.joepaquet.com/).
And because I just couldn’t decide between the two, here’s another example by Joseph Paquet, called “Late August, Menomenie, WI.” I can almost feel the summer humidity in this one.
Some closing thoughts:
I was never one to paint space; I paint air. Fairfield Porter
For me, a landscape does not exist in its own right, since its appearance changes at every moment; but the surrounding atmosphere brings it to life - the light and the air which vary continually. For me, it is only the surrounding atmosphere which gives subjects their true value. Claude Monet