It’s not big cities: it’s primarily 3 things

1. Wildfires (see also: climate change)
2. Energy generation and heavy industry (generally done rurally)
3. Cars

Something as simple as living near an interstate can result in significant lung and heart damage over time. Brake dust is carcinogenic and the partial combustion products, particularly from diesel, are extremely toxic.

Usually if a city has particularly bad air quality it is because it is placed near a land formation that collects or traps bad air from another location. That’s what’s particularly foul about Salt Lake City or Bakersfield, for example.

Mostly Californian cities according to the American Lung Association’s State of the Air Report.