Globally, about 6 million people die from pollution each year; though greater percentages in developing countries. Unfortunately, since air is required for life, it's hard to completely fortify against pollution, but here are a few tips I've found:
1. Avoid walking near high-traffic areas as much as possible.
2. Be aware. The EPA website can tell you what the air in your city looks like.
3. Use a home air filter. These can help guard against contaminated air but need to be replaced about twice a year.
4. Avoid smoking or being in the vicinity of smoke.