Black Smoke Markers

[John Cook]

I use polyester stuffing.  http://www.worldofwool.co.uk/products/69/fibre_fill_and_wadding/polyester_staple_fibre_fill.htm.

[paulr]

I use it in white for musket smoke, artillery delivered smoke and smoke laid by warships.

I didn't know you could get it in black

[Chris Pringle]

And for another option, "wool roving":
http://www.hobbycraft.co.uk/sewing-and-knitting/needle-felting/wool-roving

Chris