Where does air pollution come from?

Something I haven't quite figured out is why my perceptions of cities' air pollution differ dramatically from their readings as reported by air quality sites.

I suspect readings are quite dependent on the specific location of the reading device. E.g. if the air quality monitor is located in a claustrophobic city street with lots of motorcycle traffic (e.g. Nha Trang), air pollution might be through the roof, but 100m away on the beach it might be clean(ish) air. Similar for 'leafy' cities (e.g. Singapore), where 100m can make a huge difference in air quality e.g. near a park vs beside a busy road.

Curious to know if the science backs up my suspicion that ostensibly 'polluted' cities sometimes have unpolluted alcoves (and 'clean' cities have spaces with bad air), so your micro environment really matters (more than the 'average' reading for that city, anyway).