Personally, I like to unwrap my smokes before placing them in my humidor. Allows them to breathe a bit better, in my opinion. The only exception to this rule is if I have many different brands in the same humidor. This might happen after a show like the Big Smoke, when you get 25-30 cigars, all from different manufacturers. My thought is, that the flavors may bleed onto each other. That is the only time I leave them wrapped.