The smoke contains tiny particles of tar. You inhale more tar from a joint than from a cigarette. That is both because a joint has no filter and because more tar is released from cannabis than from tobacco as it burns.
The tar particles are deposited along the wall of the windpipe (trachea) and in the air sacs of the lungs (alveoli). The windpipe wall is made up of ciliated cells and mucous cells.
For more detailed information about the effects of tar on the windpipe, go to Nicotine in the Body.