In class today, we were discussing ways of showing distance in landscape painting. To some extent, the same also applies to portraiture (get that tip of the nose coming forward), and still life. Composing a scene using perspective, and having foreground objects overlapping the ones behind is a good start, but also using warm, intense (high chroma) colours, strong contrast, big brush marks and more detail in the foreground, and the opposite in the background, will make a big difference too. The three landscape paintings I’ve included on this page use some or all of the these.
Apparently (but don’t quote me on this), the far distant landscape appears as blue because it’s the only colour that can travel that distance through the moisture in the air, to the viewer. Red travels the next furthest, with yellow travelling the least.