It is widely understood that a lot of smokers believe it helps them stay thin. What is less commonly understood is that their perceptions might be valid.
This is in no way meant to endorse cigarette smoking. The health risks of chronically inhaled tobacco smoke outweigh even the risks of obesity, but the science is real and strongly suggestive. Nicotine is the likely agent of an effect that is mediated through appetite suppression.
I'll write more on this later, but for there moment there is a pretty decent Wikipedia article ("Cigarette smoking for weight loss") on the subject that can serve as a starting point for those who are interested in learning more about the link between smoking and weight control.