I was stationed in LA for 2 years while in the Marine Corps, so I know what uncontrolled air pollution looks like. Even on the clearest of days there was a greenish haze over the city. I got used to the smell since there were many competing smells at the Port of Long Beach. Whenever I got out of the city, to the desert or off shore (I was part of the Marine Detachment aboard the USS New Jersey) I notice my outlook improved as did my thought process and focus.
Turns out research is now looking at the connection between air pollution and brain function, and it's not good. As with most problems, you can see it's effects first in the very young and the very old. Decreased cognitive function in senior exposed to air pollution has been shown in addition to the problems with respiratory function and heart problems. In children, an increased risk of Autism development has been linked with air pollution exposure. Theories are even being explored of a link with decreased sun exposure due to pollution, causing lowered levels of Vitamin D. This also leads to decreased immune function in general.
Seems fresh air and sunshine are good for us in more ways than one.