Carbon monoxide forms by incomplete combustion, when a fuel burns without enough oxygen. Sources include petrol and diesel engines and faulty gas boilers. It is colourless and has no smell, but it is toxic because it binds to haemoglobin in red blood cells, so the blood carries less oxygen. This causes headaches and fainting, and can cause death.
Sulfur dioxide forms when fossil fuels that contain sulfur, especially coal in power stations, are burned. Oxides of nitrogen form in engines and furnaces, where the high temperature makes nitrogen and oxygen from the air react. Both gases dissolve in rainwater to cause acid rain, which damages buildings and trees and harms life in lakes. Both also cause respiratory problems.
Particulates are tiny solid particles such as soot (carbon). They come from the incomplete combustion of fuels, especially in diesel engines. They cause respiratory problems when breathed in, and they cause global dimming by reflecting some sunlight back into space.