No, but good thought.

The problem with air pollution is that it's not dense enough for the corrosive or toxic chemicals to be used, but still is dense enough to be poisonous. Also, a lot of pollution has the energy in it already used (it is waste product), so you couldn't get electricity out of it. The chemicals can be used by some kinds of trees, though, and we do plant these trees in polluted cities to try to address this.