According to this account from David Mendell's new biography of the candidate:
Late at night, during one tour of (downstate Illinois), I was riding shotgun in a car trailing Obama’s black SUV amid the campaign caravan….
As we motored along the dark, flat country roads of Illinois, I spied a small orange-lighted object fly from the passenger window of Obama’s SUV and smack into the road ahead of us, briefly bouncing along the pavement until it disappeared beneath our car.
(Campaign Press aide Tommy) Vietor, understanding the magnitude of Obama’s well kept secret and the potential consequences of its revelation to a reporter, immediately turned his head my way to see if I had noticed what was obviously a cigarette butt discarded by Obama…..
Only half-awake and tired, I lacked the energy to mention what I had seen and open a conversation about it….Several minutes later, however, out flew another orange cigarette butt….
After another several minutes, out popped another. Again Vietor turned my way, looking ever more worried as Obama flicked each cigarette from the SUV. “You know, Tommy, I’ve known for a long time that Barack smokes,” I said.