What happens once air pollution goes into the lungs?

Filtering: Your lungs are extremely efficient in removing most inhaled particulate material. It gets moved back up the airway, and either coughed out, or more likely, swallowed. What remains in the lungs usually gets handled by your immune system.

Depends on the: Pollutant. The major effects are inflammation, cell injury, carcinogenesis, exacerbation of asthma and copd, increase in coagulability of blood, heart attacks and a whole lot more.