Lets start with my favorite, this 1877 magazine, published in New York, The Smoker. It's really a triple whammy- 1) no other copy of this magazine nor any record whatsoever exists about it. 2) the illustrator, Palmer Cox later became well-known for his "brownies" http://en.wikipedia.org/wiki/The_Brownies and even the top Cox scholars were unaware of this title. They also pointed out that the impish figures in the masthead are the earliest recognizable predecessors of the brownies 3) the editor- Oscar Hammerstein (the father of the composer). I obtained this in a volume of magazines from Richard West of Periodyssey (far and away the best dealer in American magazines and the starting point for any collector. http://www.periodyssey.com/). Virtually every magazine in the volume was unknown so we referred to it as "the volume from mars". The Smoker was the highlight.
While anti-alcohol magazines were farily common, anti-smoking magazines are scarce.
Eventually the tobacco companies got into the act and produced their own magazines. Some branded and some a bit more subtle.
I'd walk a mile for a great tobacco magazine!
I almost forgot this one: another one of those totally unknown beauties I was talking about a few posts ago. This is a marvelously illustrated 1905 magazine concerned with the tobacco trust. Trust-busting was a big deal around the turn of the last century and magazines were used on both sides of the argument.