The German phrase Nacht und Nebel, literally night and fog, is the name of a decree issued in Nazi Germany in December 1941, under which individuals suspected of resistance or other underground activities were arrested and deported suddenly and without trace, frequently during the night. This decree applied primarily to countries under German occupation, especially France, Belgium and the Netherlands.

These are the earliest occurrences that I have found of Nacht und Nebel, or nacht und nebel, in texts written in English:

1-: From the following, published in several newspapers in October 1944—for example in The Calgary Herald (Calgary, Alberta, Canada) of Saturday the 7^th:

Finnish military liaison officers, returning from the Reich, gave London Daily Mail man Walter Farr, in Stockholm, first-hand details of the crises rocking Hitler’s regime. This story is published through the courtesy of the trans-Atlantic edition of The Daily Mail.
By Walter Farr
(North American Newspaper Alliance)
London, Oct. 7—[…] The Finnish officers’ report states: “[…] Every man and woman known to be a supporter of the old German Social Democrat party has been rounded up.
“Until recently the Social Democrats were tolerated by the Nazis. Now the latter obviously fear they may form the nucleus of an opposition.
“Among the Social Democrats rounded up was the 83-year-old Noske. He has been hanged by slow strangulation.
“Most of the Social Democrats, however, are being kept in concentration camps.
“A special kind of detention in concentration camps recently devised is known as NN, standing for Nacht und Nebel, meaning Night and Fog. The prisoner is not allowed to communicate with the outside world or even inform his relatives he is alive.
“This system is reserved for the anti-Hitlerites.”

2-: From an article by Olle Ollen, Berlin correspondent of the Stockholm magazine Morgontidningen, published in several newspapers on Sunday 22^nd April 1945—for example in The Billings Gazette (Billings, Montana, USA):

Stockholm, April 21.—(AP)—[…] There is a category of political prisoners called “NN” for “nacht und nebel” (night and mist). If inquiries are made for them at the camp in which they are supposed to have been sent, nobody knows anything about them. Their names are never seen on any prisoner lists.
They are gathered in “annihilation” camps in which one week means dysentery and other sickness. Tuberculosis accounts for many of them.

3-: From an article by Thomas R. Henry, of the North American Newspaper Alliance, published in several newspapers in September 1945—for example in The Seattle Daily Times (Seattle, Washington) of Friday the 7^th:

Munich, Sept. 7.—Part of Nazidom’s “night and fog” records have just been found near here by American Army investigators.
These “nacht und nebel” papers were supposed to be kept only in an undecipherable code. However, duplicates have been found of most of them in clear language. They are the records of the men who mysteriously disappeared in occupied Europe during the past six years.
An individual might be overheard expressing anti-Nazi views. One night, masked men would appear at his home and he would be led away. He never was supposed to be heard from again. This was considered worse for his family and friends than if he had been publicly shot. They would never know—at least until the war was over.
Actually, few of these men were killed outright, the records show. They were put to work in German factories and held incommunicado, although otherwise they were not always badly treated. It was the plan at first to release most of them after the war. But as the years went by, the records seized by Capt. Arthur A. Scharfeld show, the incidence of fatal “heart disease” became very high. Sometimes 20 or 30 would die of heart failure in a single day. There can be no question but that in such cases the heart stoppage was induced by bullets.
The records show the whereabouts of the men still alive at the close of the war and some have been returned to their homes. The other day investigators from the Norwegian government came to Munich with a list of all Norwegians who had disappeared mysteriously during the war. They were able to check every name on their lists with the “night and fog” records. Unfortunately few of the men listed remained alive.

In extended use, Nacht und Nebel, or nacht und nebel, denotes any situation, event, etc., characterised by mystery, obscurity or secrecy *. For example, the following is from the review by Hal Burton of Night, by the Irish author Edna O’Brien (born 1930)—review published in The Home News (New Brunswick, New Jersey, USA) of Sunday 4^th February 1973:

It might almost be the voice of James Joyce speaking through Edna O’Brien, except that her mission is to illuminate rather than to confound. Where Joyce’s stand-in was Stephen Dedalus, with an assist from Leopold and Molly Bloom, Miss O’Brien’s is a far more tangible, far more appealing figure—Mary Hanrahan, well into middle age, burying her mother, showing her father the door, ruminating on her loves, her lovers and the eternal mysteries of Ireland.
The German phrase “nacht und nebel” (night and fog) might almost better describe this tantalizingly fragmented book. For it is hard to place Mary. Sometimes she is back in the house where she was born […].
Sometimes she is in New York, sometimes in the darkness of a Finnish winter, sometimes on the Riviera, but always with a lover or a prospective lover.

(* Cf. also the melodramatic origin of ‘cloak-and-dagger’.)