They only work if you have the correct one to filter what you want out of the air, they are put on and fit correctly, clean and well maintained.
In industry you have a face fit to ensure the respirator / mask fits your face properly. If it doesn't you end up breathing in things thinking you are protected. Also with the likes of asbestos it will also be present on your clothes, bags, hair, shoes etc, if disturbed - so unless you also dispose of these you potentially will breath the fibres in after you have removed the mask as well as passing them onto your friends and family.