CT had similar issues: https://www.wfsb.com/2023/02/17/questions-raised-over-mysterious-soot-like-residue-that-accumulated-vehicles/

Their news and meteorologists are saying it's very unlikely to be from the train derailment (would've passed us already) and is modt likely dust/dirt from dust storms in Texas and Oklahoma. Apparently, these types of storms push a lot of junk high into the atmosphere, and it takes a while to float back down- which could explain why it got all the way to NH.