The Mist/WMG

The movie's plot is in fact a Kansas City Shuffle by the Crimson King
The real point of it all was to destroy the painting of Roland, as part of a massive 4th wall breaking plot. The rest was simply a distraction, or part of an unrelated plan.
 * Alternatively, the Arrowhead was aiming to try to achive transition into All-World, but unfortunately missed its mark, instead causing a massive dimensional breach into Todash Space.

Everyone in the supermarket DIES HORRIBLY

 * I don't care what anyone says, this is my personal canon goddammit. >:(
 * If there's any justice in that world, they would. Unfortunately, it's clear that's not a just world.
 * What about the little girl? And the supermarket manager who ended up helping (albeit reluctantly)? Did they deserve to "die horribly"?

The Mist is there because someone opened a thinny on earth

 * Read the Dark Tower books if you don't believe me.
 * The picture of Roland is a dead giveaway.
 * Anyone else think it a little odd he happened to have a revolver (significance for the Dark Tower again)?

The planet is where Death Fog and the White Dragons world from Slayers.

 * It could be that Death Fog is unleashed after being sealed by the White Dragon, or the Fog in the move could be Death Fog's corpse after the White Dragon defeated it.