Animals seem to vary in their reactions to smoke or whatever. I had a cat who loved pipe tobacco smoke. She'd flop on the scanner next to my computer and lift her head to suck in pipe smoke. She also enjoyed smoke rings. My favorites are what pipesters call "English" or "Oriental" blends. These smell and taste wonderful to the pipester but are, at best, tolerated by those around him or her.
She made it to age 21 and was perfectly healthy for all but the last couple of months. We didn't do a necropsy, so we don't know what killed her: it might have been congestive heart failure, but it could have been just about anything. She was quite old for a cat.
BTW, our vet says the idea that dogs and cats are dropping dead from lung cancer thanks to second-hand smoke is pure hooey. In the first place, primary lung cancers are quite rare in dogs and cats -- what vets see in pet lungs are usually metastases from cancers originating in other organs. Second, while various cancers as a cause of death does seem to be increasing for pets, this is due to two factors: 1) better diagnosis and 2) better vet care over the course of the pets' lives increasing life-span, so the immune system has longer to break down and give cancers a chance to take hold.
I'm not trying to ignite an argument about the dangers (or non-dangers) of second-hand smoke here. My point is that pets do have different reactions to smoke or vapor floating around in the air.