The Winchester 1894 was the first rifle to be designed for smokeless powder. Most rifle and pistol cartridges continued to be loaded with black powder well into the 20th century. They were still manufacturing the .38 special commercially with black powder in the 30's and 40's.

The weapons may have been modern but the ammunition (black powder) remained the same until smokeless was made to be more standardized and uniform. The advent of automatic weapons was the real death blow to black powder when these new "machine guns" couldn't take the fouling it caused.

That being said, I don't own any smokers and am sure there were many a miss-fire back in the day. Same could be said for ammo made today if loading techniques are not 100% perfect...

Interesting topic.