The black smoke is some kind of force that could be animal or man-made. Season 2 is when we began to see it, with the same grinding noises we heard when the monster had appeared in the past.
The black smoke grabbed Locke ((Ep: 1x24, Exodus Part 2), and then later it gathered into a cloud which Eko looked into (Ep: 2x10, The 23rd Psalm).
When Eko wouldn't confess to Yemi, the black smoke killed Eko (Ep: 3x5, The Cost of Living).
In a later episode, the smoke chases Juliet and Kate and is stopped by the sonic fence, which it doesn't seem to be able to go over (Ep: 3x15, Left Behind).
Later, it does get into the Others' compound, presumbably because Alex had turned off the sonic fence. After Ben goes into his secret room, the black smoke appears like a long snake and attacks Keamy's men (Ep: 4x9, The Shape of Things to Come).

