One does not roll coal from e.g. an EGR bypass or delete, though! The only way to get thick clouds of black smoke are too much fuel (turn up the pump) or not oxygen (bag over the air filter in the simplest case).

Many states and localities have "visible emissions" rules, where even if your vehicle doesn't have to pass emissions tests, you can still get pulled and cited for actual smoke. I've never been pulled for it (smoke means you're wasting fuel) so I don't know if it's an inconsequential fine or just not enforced generally.