Percivall Pott, an English surgeon, discovered an association between exposure to soot and a high incidence of scrotal cancer in chimney sweeps in 1775. This was the first occupational link to cancer, which ultimately led to the Chimney Sweeper’s Act of 1788. Apparently, later they found a scrotal caner in an 8 year old chimney sweep's apprentice.

That gives you both a health association, and an actual legislative response, dating to 1775/1788.

Source: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC1037746/pdf/brjindmed00217-0074.pdf (which includes his essay)

As far as how it affects wildlife, the Peppered Moth, had long been used as an example of natural selection (in this case, caused by soot pollution covering trees) which has a black and white coloration. People had noticed that the blacker moths were becoming more prevalent - the darker colors survived better on soot-colored trees. With later studies, the lighter colored moths are more prevalent as pollution recedes.

I hope I'm qualified to answer this question because my (ABD) PhD is in atmospheric science with a focus on air quality issues; I literally went into my thesis draft to pull out these (scientific) references!

The combustion of coal as the cause of SO2 smog formation, has been known for a few centuries. In London the primary source, other than factories or coal power plants, was in every day houses due to meteorology; thus cold weather during the winter could lead to a much lower "mixing layer" over which smog can mix. In addition to Percival Potts, John Evelyn in the 17th century made a treatise suggesting that air pollution was the result of burning high-sulfur coal [1].

Starting in the 1940s, people in Los Angeles air basin began to notice major smog incidents. In contrast to SO2 pollution that plagued London, this pollution seemed to occur primarily during bright and warm conditions, was accompanied by eye-watering incidents, and couldn't be explained by coal burning as Los Angeles then wasn't a major industrial center.

In 1952 and 1953, around the same time as the Great Smog of London, Caltech plant biologist Arie Haagen Smit published two papers detailing how exhaust from the brand new automobile reacted photochemically (in other words, in sunlight) with organic compounds to produce ozone and other byproducts. This "photochemical smog" is, in contrast to Sulfur pollution, found to be directly tied to automobile exhaust, and both have since been observed worldwide in many major automobile-heavy urban areas.

References:

[1] Evelyn, J. (1661). "Fumifugium, or, The inconveniencie of the aer and smoak of London dissipated together with some remedies humbly proposed / by J.E. esq. to His Sacred Majestie, and to the Parliament now assembled."

[2] Haagen Smit, A. J. (1952). Chemistry and physiology of Los Angeles smog. Ind. Eng. Chem., 44, 1342-1346.

[3] Haagen-Smit, A. J., C. E. Bradley, M. M. Fox (1953). Ozone formation in Photochemical Oxidation of Organic Substances. Ind. Eng. Chem., 45, 2086-2089.

Moreover, since Haagen-Smit's papers are historically signficant science papers you can now find them online outside of academic pay walls, and can read them yourself, both for the scientific details and for the, uh, scientific techniques that would never fly today like putting human test subjects into a chamber and pumping automobile exhaust into it, in order to see what happens.

http://cires1.colorado.edu/jimenez/AtmChem/2013/Haagen-Smit_1952_IndEngChem_LA_smog_paper.pdf

http://web.gps.caltech.edu/classes/ese172/haagen_smit_1953.pdf