"Blood and Fog" requires the heroes to escape by finding the Secret Stairway tile before they get devoured by the Zombie Dragon. This one took us two attempts to get through.
On our first try, we played four heroes and stayed close together. Through a combination of bad luck (traps!) and bad strategy (monsters & traps hitting everyone on the same tile), our heroes got worn down on hit points pretty quickly. One of our heroes had a Wand of Teleportation which we hoped could be used to zap everybody away from the Zombie Dragon when it appeared, but due to the creature's ability to push a hero it hits a tile away, we could only get three of the four heroes to the far side of the layout. Our poor cleric, stuck behind, wasn't able to physically run away before he got killed with no healing surges left. The hard part with the end of the game is that the Zombie Dragon activates on every Villain Phase, not just that of the hero who discovers him.
So on our second try, we decided on a very different strategy: instead of staying close together so our heroes could help each other out, we had them go in different directions in the hopes of turning over tiles quickly. This proved to work much better, as we had no difficulty in finding the Secret Stairway and having everyone escape without even needing to use a single healing surge (though it came close).