I wish I had written more about this combination.  For two references, see M,SU, Index, s.v. Cigarettes.

Addenda:

1. Paddy Cramsie, in a review of a biography of the modernist architect and designer George Nelson, says (TLS May 24, 1996):

"He loved to talk, invariably through a blue cloud of tobacco and Martini, which made up the main course of his lunch."

2. I remember a line from "The Man From U.N.C.L.E.," though I cannot cite chapter and verse.  I refer to the TV series that ran from Sept. 22, 1964 to Jan. 15, 1968.  The chief agent of the United Network Command for Law and Enforcement was Napoleon Solo (Robert Vaughn), a Martini drinker.  At a certain point in one of the episodes, about to be dispatched by a diabolical enemy, he glibly says: "I can't die.  I have too many Martinis to drink and too many cigarettes to smoke."

Diligent searching of the "Episode Guide" on the excellent web page http://members.aol.com/Wmkoenig/unclepg.htm might spot the episode in which this line occurred.

3. William Grimes, "Oh, for Just Plain Gin and Dry Vermouth," The New York Times, Wed. Aug. 19, 1998, p. F9:"At Liquid Kitty, a bar in West Hollywood, the signature drink is a vodka martini served with an unfiltered Camel on the side."

© 2001, Lowell Edmunds