Since thermal radiation travels in straight lines from the fireball (unless scattered) any opaque object will produce a protective shadow. If fog or haze scatters the light, it will heat things from all directions and shielding will be less effective. Massive spread of radiation would also occur, which would be at the mercy of the wind.

This bridge, located about 900 meters from the nuclear explosion in Hiroshima, Japan, got a permanent "nuclear shadow" of the handrails. Wikipedia explains why:It seems that they have also found shadows of people but not their bodies (which were instantly vaporized by the heat of the explosion.)Nukeworker tells us more about the nuclear effects, with some more images of this great human loss in Hiroshima.