As far as I know, carbon black is still made of smoke and is still very useful.
In relation with plastics, you can use carbon black as a filler. It gives better resistance to UV, and at higher concentration, makes the plastic electrically conductive.

Other useful smoke: for scene effects. Or aerobatics. Or signals on sea.

Other applications: to conceal troops. As useful as troops are.

Worse: use chemical weapons to burn civilian populations in order to terrorize them, and then tell these weapons were used to produce smoke to conceal troops or disorient enemies.

When attempting to locate an air-leak in a pipe, for example a pipe running from a toilet to a septic system or sewer, smoke may be injected into the pipe to observe the location of the leak visually instead of smelling around for it, which can be significantly less pleasant, depending on one's taste for sewer gas.

Citronella candles emit a bug-repellent smoke.

Flea foggers are sometimes aerosols, others sometimes burn like incense and emit smoke that kills fleas hiding in corners otherwise inaccessible to larger particles.

Smoke is also one way that buckyballs are made.

It's also the most common way to get nicotine and illegal drugs into the lungs of smokers.

check out the coal fired power stations they have scrubbers that take almost all the smoke from the fires that heat th e boilers.
they call it fly ash

this substance is discarded in special dumps and would contain many useful things.
i think one use was for making bricks
there are a lot of elements in the ash and to find some thing usefull from this stuff would be rewarding
good luck

I guess the OP never gave any indication on the 'kind' of smoke he is mainly referring too.

Since smoke is nothing more than a colloidal dispersion, one must at least give clue to what specification that colloidal dispersion is composed mainly off.

Smoke is generally the uncombusted remnants of partial combustion. Add oxygen to the smoke and you can usually get the smoke itself to burn again, cleaner this time.

yes, but there is an energy input required this time.