It's been mentioned before that air density may have something to do with mileage (thinner air = less energy to overcome wind resistance). I'm not sure how humidity would relate to air density. My amateur observation would be that air with a lot of moisture would be more dense than dry air. I couldn't begin to speculate whether it makes any noticeable difference in the car. Hot and cold sure does....

 

Actually, humid air is less dense than dry air (pure water vapor weighs less than pure air, surprisingly enough!), but the effect of humidity on air density is much smaller than the effects of temperature and atmospheric pressure, so it's probably a negligible effect on FE.

 

That's surprising! Too bad high humidity usually requires use of the A/C.