We've invented vacuums for dirt on the ground, why not for our air? We have the technology to compress oxygen, why not our pollution? I doubt there is any use for the brown cloud of dirt that lingers on top of cities, so my idea is to suck it up like you would oxygen and either store the containers some where, or launch them into space on the next expedition.
As another, very expensive and expansive idea, we can create a huge (I don't use that word lightly) funnel-like tube, resistant to the atmosphere. This tube can penetrate the atmosphere and suck up all the burdening gases (and maybe everything else with it). It's a very dangerous idea, and I've no idea of the physics.
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