Smokescreen is a move, the user emits black smoke, smoke one cannot easily penetrate. It lowers the opponent's accuracy.
In the Anime
James would usually have his Koffing-Weezing use Smokescreen if they wanted to steal something, however Ash would make Pideotto or another of his Flying-types use Gust or Whirlwind to blow away the cloud of smoke. Ash's Cyndaquil also used this move against Miki's Skarmory in episode 154 (Hot Matches) during Ash's second battle against Miki.