When I was in the military, I had a friend who liked to smoke as he approached a no-smoking area. He would take one last puff, stub it out and toss it, then put an unlit cigarette in his mouth and walk past the guard, letting that last puff of smoke come out as he did. When the guard would chastise him for smoking, he'd say What? This thing isn't even lit!
I still think that's funny.