What about clouds, smoke or fog between the laser and target?
What about training attack sharks armed with laser firing helmets? Well, what about it?
Like so many things, depends on the laser and power level. At a sufficiently high power level, the laser will burn off anything between it and the target with the first shot though it will have considerable power attenuation.
A microwave laser will basically ignore any non-metallic clouds, smoke or fog between it and the target - minimal power and focusing loss. And I think but am not sure that an X-Ray laser will do the same.