Are we talking ground level ozone pollution here, or upper atmosphere ozone and UV alerts? We certainly have UV index readings, but that's not really anything to do with ozone, other than perhaps a lack of oxygen, although I doubt we're lacking that much oxygen in the atmosphere. The ozone layers is formed when sunlight hits oxygen molecules in the upper atmosphere and ionizes it, turning it into ozone, like lightning or welding will do down here. From what I understand ozone in the upper atmosphere is a side-effect of UV reacting with oxygen at the point in the atmosphere where the oxygen begins, and the oxygen is what protects us from the UV light.

Ground level ozone is usually caused by industry, but I suppose cars may emit a little, although you'd think if that was a problem we'd be testing it in emissions testing.

 

For Phoenix, I know for a fact it's ground level ozone the alerts are for. Phoenix' problem is that it's a valley surrounded by mountains without much in the way of wind. Any polution we create just lingers in the air and never leaves. Supposedly in 2004 we got off the EPA's blacklist for polution, but we still have high polution advisories every so often.