They never say.

Maybe Cyrax caught him in the net and knocked him out...

even though smoke is pretty much um...smoke lol. the lin kuei is a group of ninjas so it isnt hard for one ninja to find another if they are good enough. since there isnt much of a real explanation of it i kinda sorta believe what happened in the mortal kombat cartoon to be the case (u know the cartoon i speak of, and if u dont then.....search ebay for the episodes))

I always thought he'd gotten captured when Sub Zero and Smoke were escaping from the Lin Kuei temple. Sub Zero got away, but Smoke didn't. I'm glad he didn't cus Cyber Smoke is my fave MK fighter of all time...

I just assumed he was brainwashed by Lin Que in the first place. Cyrax repents in his ending MK Gold. I think Sektor is the only one still a Unit right now.