As the ratification of 5G New Radio technology is being completed, enabling network architectures are expected to undertake a matching effort. Conventional cloud and edge computing paradigms may thus become insufficient in supporting the increasingly stringent operating requirements of emph{intelligent~Internet-of-Things (IoT) devices} that can move unpredictably and at high speeds. Complementing these, the concept of fog emerges to deploy cooperative cloud-like functions in the immediate vicinity of various moving devices, such as connected and autonomous vehicles, on the road and in the air. Envisioning gradual evolution of these infrastructures toward the increasingly denser geographical distribution of fog functionality, we in this work put forward the vision of dense moving fog for intelligent IoT applications. To this aim, we review the recent powerful enablers, outline the main challenges and opportunities, and corroborate the performance benefits of collaborative dense fog operation in a characteristic use case featuring a connected fleet of autonomous vehicles.