Black smoke is stuff that wasn't burned ... coal particles and other crud that doesn't combust.
On the run-by photo ops I have attended, the firemen blow, or sand, the tubes to produce volumes of that photogenic black smoke.
An article I read that asserted the term "filthy dirty" was invented to describe steam power. From working on steam tractors I can confirm that that is true. A blend of steam oil and coal soot will leave an indelible mark on your clothes. I'll be glad to scrape out the smokebox of a steam tractor and send anyone who wants the stuff that didn't make it up the stack a sample so they can mix with their smoke fluid and experiment. It will give your layout a very prototypical look of grunge.