You can purchase Smokes inside the 11-Seven store situated near the entrance of the third world for $45.($21 if Discount Shopper is enabled.) Alternatively, you can fight the Eastside Mobsters outside McSticks for it.
If you talk to Vinnie's Goon in the evening with the smokes, you can give it to him and he will reply: "Nah nah, I need a cigar, I don't smoke this trash." Whereas you will need to obtain Cuban Cigars and once you give it to him again, he will reply: "Cubans! Alright! Hey, you got a light?" Then you will need to get a lighter from Steel and Hawk right beside the building. You will then receive the Trophemon.