We compare ozone and PM10 air quality in Bogota, Colombia and Mexico City, Mexico. Comparison between the two cities is made in terms of the behavior of the rate and mean functions of a nonhomogeneous Poisson process counting the number of exceedances. Models with and without change-points are considered and parameters are estimated using the Bayesian point of view via Markov chain Monte Carlo methods. The effects of changes produced by measures implemented by environmental authorities in both cities and other anthropogenic events are captured by the models.