Joe
In fog or mist, it is not unusual to experience a MISSED APPROACH.
All this means is that the runway is not in sight by a certain height (varies from aircraft type to type) and that the crew have to climb up an have another go.
It is a normal procedure and is very safe, but sounds noisy expecially if you aren-t expecting it in the back.
You may also hear of GO AROUNDS where an airliner has to fly back up, perhaps because the aircraft that had landed in front did not vacate the runway quite quickly enough for the following one to touchdown.
Again, quite normal.
We had one at London City last year and it was great, a free low level tour of East London as the 146 flew a circuit of the airfield to land succesfully off the second attempt.