The mountain road inland from the Red Sea was a serpentine gauntlet of police checkpoints, three in a single 12-mile (19-kilometer) stretch. As we reached the city of Al Bahah, the provincial capital, the thickest fog I'd ever seen closed in, and we could barely spot the last few roadblocks, manned by Bedouin policemen dancing from foot to foot in an effort to keep warm. The fog never lifted, and, apart from government officials, the cops were among the few Saudis out in public. Al Bahah was a surrealistic cityscape where cafés and restaurants were manned by Afghan cooks, barbers and mechanics were Indians and Turks, and taxis were driven by Pakistanis or Egyptians.