I certainly hope this isn't a yearly thing, but if it is:

From a recent transplant from California:

If you have central air, turn on your fan to "always on" during high smoke days.

If you don't, or that's not enough, look into building a Corsi Rosenthal box https://en.m.wikipedia.org/wiki/Corsi%E2%80%93Rosenthal_Box

They're really good at cleaning up internal air quality.