Air pollution is one of the world’s leading environmental causes of death. The epidemiological relationship between outdoor air pollution and the onset of health diseases associated with death is now well established. Relevant toxicological proofs are now dissecting the molecular processes that cause inflammation, reactive species generation, and DNA damage. In addition, new data are pointing out the role of airborne particulates in the modulation of genes and microRNAs potentially involved in the onset of human diseases. In the present review we collect the relevant findings on airborne particulates of one of the biggest hot spots of air pollution in Europe (i.e., the Po Valley), in the largest urban area of this region, Milan. The different aerodynamic fractions are discussed separately with a specific focus on fine and ultrafine particles that are now the main focus of several studies. Results are compared with more recent international findings. Possible future perspectives of research are proposed to create a new discussion among scientists working on the toxicological effects of airborne particles.