An agent at the scene has indicated that the "smoking objects" were found near the north portico, according to Politico.
Update: According to a Fox News report, smoke bombs were thrown over the White House fence during an Occupy Congress rally that, while mostly peaceful, grew intense as the day wore on. "The missile was thrown as some 1,000 people rallied outside the White House," writes Fox News DC. "There were no arrests reported, but the Secret Service warned that could change." Even on a dwindling budget, there's room for a few smoke bombs.