NOx (Oxides of Nitrogen)
WARNING>>> CHEMISTRY LESSON AHEAD
Nitrogen and Oxygen are in the air we breathe. They exist as seperate elements and as long as they stay that way, the sky won't fall and Al Gore is happy.

Our cars breathe the same air with the same N and O content. As long as the engines combustion temperatures stay below somewhere around 2000 to 2500 degrees F. N and O stay separated. Just above that temp, N and O combine chemically to create oxides of nitrogen (NOx) one of the main ingredients in smog.
Two probable causes for high combustion temperatures are a stuck or clogged EGR system or a lean air/fuel mixture. Lean A/F can be a bad O2 sensor, bad fuel filter, vacuum leaks, improper air intake measurement.
I'd check the tube and passages on the EGR system. Check the valve to make sure it's working properly, and make sure there's no gunk clogging up the works. That's the easiest place to start. After that, you're looking for reasons for too much air, or not enough fuel.