A member of my extended clan who lives in the currently smoke choked Pacific Northwest found a good article on how to improvise a filter to remove smoke from the air in your house.

She built one, and reports that it really does help. Running it in her bedroom, she was able to get a decent night's sleep. When she came downstairs in the morning to the rest of the house (where the filter had not been running) she immediately had a cough and watering eyes. Sitting in front of it while working from home provided relief.

Better Box Fan Air Purifier