Pollution Production
Pollutants are unwanted bi-products. They have been produced and this production has cost money. Trash that goes into land-fill is a bi-product of goods that we want. This trash is made up primarily of packaging. Somebody went to the trouble of making the packaging, using valuable energy and probably emitting some pollution in the process. Somebody else went to the trouble of purchasing this packaging - then, at the end of its life it is dumped. The same principle can be applied to all pollution. It has been produced and paid for. To say, therefore, that pollution reduction costs money is illogical.

Improving Power Stations
Let's apply this logic to power stations: virtually all power stations around the world are pumping out particles into the air as a bi-product. Older stations (especially coal-fired ones) are pumping out relatively large particles compared to modern stations. These large particles are responsible for seeding rain clouds and changing weather patterns. If all these particles, large and small, were added up and weighed, you can imagine that they would add up to thousands of tons a day that are being pumped upwards - and eventually falling back down again. This is like chartering 100's of airliners every day to take off loaded with tons of carbon particles and then letting them free into the atmosphere. Old power stations were built this way, when pollution and waste was not the main consideration. Most countries around the world have brought in legislation to curb these emissions, along with sulphur, mercury and other harmful substances and things are improving all the time. I would contend though, that in time, this would have happened through market forces. For example, another bi-product of coal fired power stations - fly ash - is now routinely made into bricks for building construction and is also used in road construction. Modern power stations also recycle much of the heat produced in emissions as a way to improve efficiency.  Many also heat local homes and businesses, including the power station itself, using this heat output. As I stated, though, power stations are a special case, and their struggle to be environmentally friendly has led to the mistaken belief that environmentally friendly measures are costly.