In 1941, Pittsburgh passed a smoke control ordinance. Retronaut has a good collection of photographs suggesting why it was needed.
Of course, this is also the Republican vision for our future air quality.
This smoke was no joke. It could be fatal, especially given the mountains and valleys of western Pennsylvania that trapped the smog. The most notorious incident was the Donora Fog of 1948, which killed 20 people in a mill town outside of Pittsburgh.