This paper presents an overview of the literature studies on the sources of ultrafine particles (UFPs), nanomaterials (NMs), and nanoparticles (NPs) occurring in indoor (occupational and residential) and outdoor environments. Information on the relevant emission factors, particle concentrations, size, and compositions is provided, and health relevance of UFPs and NPs is discussed. Particular attention is focused on the fraction of particles that upon inhalation deposit on the olfactory bulb, because these particles can possibly translocate to brain and their possible role in neurodegenerative diseases is an important issue emerging in the recent literature.