Has there been any long-term research done on the health effects of particulate pollution?

I was in Beijing last winter when the air pollution was nearing record highs, and every time I blew my nose after returning from being outside, it would be full of black mucus. That has to be a wakeup call.

In addition, when I returned to the states (Chicago), even the air around O'Hare Airport - probably one of the more polluted areas in the city - felt so clean to me!