[blubrick]

Smoke is pretty complex stuff, really. It is an aerosol (suspension of ultra-fine solid or liquid particles in a gaseous medium), and its chemical makeup varies wildly with whatever fuel is being oxidised to create the smoke.

From wood, it's usually carbon dioxide, carbon monoxide, native carbon, water vapour, methanol, and heavier organics such as may be found in creosote and turpentine. You can see evidence of this when a smoky fire starts to burn cleaner. The smoke is being released as a by-product of combustion (spell it right if you're posting an informative article), and subsequently being consumed as a fuel.

From metals burning, it's usually just the metal oxide itself and absolutely not to be breathed in (most famously for zinc, but the same goes with all metal oxide vapours).