The Untouchables.

When the 4 untouchables are sitting together talkung and pose for a picture (Andy Garcia is holding his cigar in the picture).

In the police station Kevin Costner has one (dont remember if it was lit or not) when walking down the hall with Sean Connery when thier witness is killed in the elevator while being taken to the safe house.

(havent seen the movie, so going by memory, I could be wrong )