How the lungs clear themselves?
nuhcole is mostly correct.

Airborne particles first pass through the nasal passageways and/or mouth and throat and many are caught, but those that enter the lungs become trapped in mucus.

Your cilia act like a constant escalator, bringing up that mucus from your lungs 24/7.  You reflexively swallow it without even realizing it.  That is why when you are healthy, you might not even notice.  

If you are sick (or asthma/allergies), more mucus is produced.  That is when you may notice the increased quantity coming up, and may need to cough to bring more up.

If your cilia are damaged (like in smokers), then mucus does not clear well from the lungs. In this case, people must cough more in order to bring it up.