That's a great idea, however it does require quite a bit of time in 3ds max and if you haven't quite got the skill to do that, there is a slightly easier technique that does yield good results. It's called "forced perspective" and it's the process of making things in the distance smaller and smaller to make them appear as though they're very far away. It's a technique seen in many games, specifically my favourite one, Mirror's Edge. It works best for cities, but it can be done for natural environments too. if that's what you're aiming for, replace "building" with "mountain" in the next paragraph.
the best way to do it is to begin by placing an invisible segment on one end of the map, then making a cityscape out of building models on the other end. be sure they're tall since you want them visible most. also, make them at a 45 degree angle to give them depth. use an all white skybox. screenshot it, and open it in photoshop, and crop out the sky, leaving only the buildings. make a giant static overlay from them. Then make a copy of your building models, and give them all a scale of half the original. Build your map. for the horizon, place biggest buildings close, half size buildings behind, and overlay in the far back. don't let the ground behind the largest buildings be seen.
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