If you don't want to read the whole article -- it cites several studies, on humans, dogs, and mice, that show air pollution decreases cognition and increases the kind of plaques found in Alzheimer's. It's from a legitimate scientific organization: the APA. There's a video. And the EPA is tasked with measuring air pollution, which they usually do every five years (the one that Trump is destroying). And it ends with a list of the ten smoggiest areas in the US.
The date on this article is 2012, so they have known this for a while. It says we can't do anything personally -- it's policy.
Find it here: http://www.apa.org/monitor/2012/07-08/smog.aspx