I have no scientific evidence to back any of what I am about to say, but one thing I 'feel' like I am experiencing a lot since the weather got colder is more dense automobile exhaust. That stuff just seems to linger more and when I suck in a lung full of it I don't feel like I am getting as much oxygen as I normally would get.
Of course, it could be that as I feel that nasty stuff I just don't breath as deeply or as quickly, but I think it is just bad air.