I'm writing a fantasy world where the good guys wear part of a mask to shield their identity and make sure they don't breath in too much pollution. I need something that isn't too heavy that they can wear (but not a handkerchief because that is similar to an idea that has already been published)
Cloth is probably your best bet to filter what is being breathed in a fantasy setting where you can't have things such as gas-masks, fine weave would get the smallest particles. You could pair it with a facial mask that covers more of the face than the mouth and nose that the cloth would, such as around the eyes. I know you said no handkerchief, but in a fantasy setting that's basically what you're down to, apart from a variation on the theme such as a scarf. To hide identity you'd probably do well with a hood or something to hide the hair.
Of course, it depends on what kind of fantasy you're writing. If it has magic involved you could have a stylized gas-mask that works through magic.