In the last podcast, Carlton Cuse and Damon Lindelof made the comment that the noise that The Smoke Monster makes is a sound they got from a New York City cab.
Way back in season one, Rose made a comment that she recognized that sound from something in New York, but couldn’t remember exactly what it was.
I’ve always thought about that whenever I saw Smokey after that. Glad there’s at least some kind of explanation for it.