Chicago and Detroit had the worst air quality in the world on Tuesday.
The smoke came from wildfires burning in Canada.
The smoke caused hazy, orange skies and unsafe air quality in the Midwest.
The air quality was so bad that it forced some schools and businesses to close.
The smoke also spread to parts of New York.
Officials are warning people to stay indoors if they are sensitive to smoke.
The air quality is expected to improve by Wednesday night.
But more smoky air is headed back to New York on Wednesday and Thursday.