The 'smoke' is really spray. When the Zambezi River pours over the edge of the cliff, the water smashes into the gorge below and turns into a giant cloud of mist. On a windy day, the mist can rise 400 metres into the sky - so high that you can spot it from 50 kilometres away. From far off, it really does look like a column of smoke from a huge fire.
Victoria Falls is one of the 'Seven Natural Wonders of the World'. It is not the tallest waterfall, and not the widest, but it is the largest 'sheet' of falling water anywhere - a single curtain over 1.7 km wide and 108 m tall. UNESCO has named it a World Heritage Site, which means the whole world has agreed to look after it.
On the Zambian side, just at the top of the falls, there is a shallow pool called the Devil's Pool. In the dry season, when the water is lower, very brave guides lead swimmers right up to the edge - where you can sit inside the pool and look straight down the waterfall. There is a natural rock lip that stops you from being washed over.
The river itself is the Zambezi - one of Africa's great rivers. It begins as a small spring in the highlands of north-western Zambia, then flows for 2,500 kilometres through six countries before reaching the Indian Ocean. Victoria Falls is the most dramatic moment of its long journey.