I recently learned that the parisian subway and suburban trains contain a lot of particulate pollution (e.g. PM10), caused by braking (electrical brakes would reduce this) and rail grinding (maintenance done to reduce squealing in curves). The small particulate pollution is actually worse than what you find in traffic jams in the city center...

I'm looking into buying an anti-pollution mask. It will probably look weird, since nobody wears masks there... People will probably think I'm sick or something. Maybe I should buy some techwear clothing to complete the "goth-ninja" look, but I'm not sure how that will fly at work.

I have an air purifier at home since 3 years (Philips AC4072/11). I think it's a good investment, since I spend around 50% of the time at home. It also seems to have helped with my allergies, but that might be placebo.