Titan is the only moon of Saturn with a thick atmosphere. More precisely, it is the only moon in the Solar System known to have an atmosphere denser than Earth's, with surface pressure about 1.5 times higher than sea-level pressure on Earth.
Titan's atmosphere is composed mostly of nitrogen, with methane as the most important secondary gas. Sunlight breaks methane apart high above the surface, producing complex hydrocarbons and the orange-brown haze that permanently obscures much of the moon's surface in visible light.
The atmosphere also drives a weather cycle resembling Earth's water cycle, except that methane and ethane take the role of water. Clouds, rain, rivers, lakes, and seas all occur on Titan. The Huygens probe descended through the atmosphere and landed there in 2005, while Cassini used radar and infrared instruments to map the hidden surface.
Triton also has an atmosphere and seasonal weather, but it is far thinner. Ganymede and Enceladus have extremely tenuous atmospheres or exospheres, not Titan's substantial atmospheric envelope.