For one of my projects I have a city burning. I need buildings in the background, smoke and fire in the foreground. But was having trouble with the particles showing up. To demonstrate:
As you can see. Green cube is in the background where it should be, brown cube is in the foreground, but where is the particles?
My mind is boggling. Anyone have an idea?
Thanks guys! 
It looks like particles don’t save out their z-info.
It’s not the particles themselves, but their halo material. I’m pretty sure a halo pixel won’t be rendered if you try to combine it with a pixel from a z-trans material (halos are made by playing some mysterious trick with the z-buffer). It doesn’t matter whether you use nodes or not, or whether the z-transp material is behind or in front of the halo. Unfortunately in your case it seems the z-combine node is doing just this. Sorry I have no solution for you right now, but you have to avoid the z buffer if you want to composite halo particles, or use a different non-halo material for the particles. Maybe use particles made of a dupliverted tiny mesh for the smoke?
Try using an Alpha over node instead of the Z combine. I just did a test with particles composited against an image input node and mixed them with an alpha over and it worked fine.
I dont know what you were trying to do with the Z combine, so I don’t know if the alpha over is going to be a satsifactory substitute.
Mike