The rapid, large-scale urbanization and industrialization of the developing world has led to severe deterioration of air quality, threatening the health of hundreds of millions of people. In addition to premature mortality and health impacts, air pollution also causes major problems to the environment and economy as a whole by severely decreasing the agricultural and industrial productivity. As a remedy to air pollution, we have recently drafted a roadmap for a holistic multi-pollutant approach, which is expected to pave the way for pioneering, long-lasting and cost-effective strategy for solutions to air-pollution problems in large urban regions and particularly in Megacities. Furthermore, advances in our theoretical understanding have already made it possible to explain how enhanced pollution affects weather conditions, and how it decreases atmospheric turbulence and mixing, reducing the boundary layer height and causing further enhancement of pollution levels.