Smoke against a dark background appears blue.
Against a light sky the same smoke will appear orange. Sometimes an observer will see smoke passing upward from a dark forest background to a light sky background, and it will actually appear to to shift from one color to another.
These colors are not an intrinsic quality of the smoke in the same way green is intrinsic to green colored glass. The color is a result of the behavior of the light rays as they pass through the smoke.
As M. Minnaert explains: "Against a dark background, the smoke is illuminated by rays from the sun falling on it obliquely from all directions except from behind; these rays are scattered by the smoke in every direction and some of the scattered rays enter our eyes and make the smoke visible. The particles which make up the smoke scatter blue light much more than red or yellow: therefore we see the smoke as blue. On the other hand, when the background is bright we see the smoke by transmitted light and it appears yellow because the blue in the incident white light has been scattered in all directions, very little can reach our eyes, and only the yellow and red remain to be transmitted and give color to smoke."
When the particle size of smoke increases (such as when each particle is encased in a tiny droplet of water) it loses these scattering properties, and the smoke appears relatively white. Smoke can also take on specific colors if certain chemicals are introduced into it (think colored smoke bombs).
(Direct link to video--Start at 28 minutes). In this video, the light-scattering properties of smoke are shown in a vivid classroom demonstration by Professor Emeritus Walter Lewin at MIT, author of For the Love of Physics.
Recommended books: The Nature of Light and Colour in the Open Air (Dover Books on Earth Sciences) by M. Minnaert
For the Love of Physics: From the End of the Rainbow to the Edge of Time - A Journey Through the Wonders of Physics by Walter Lewin
Forest fire photo from Crater Lake Institute
Thanks, Rob Nonstop