The only thing that I can think of that might run when engine is off is the air pump IF the ignition was ON. If the ignition was off I THINK the only thing that should run for a short period is the AC fan if you have it on circulate. What part of the engine did the smoke come from? Did you sniff around to see where the smell was strongest? Does the car still start and run okay? More info needed at this point to help you.....