Actors don't smoke real tobacco/weed on the set (it's forbidden in many countries). And even a bit of tobacco could affect the performance, so it's a no-no. They smoke herbal cigarettes that don't contain any substance. Most of the times they're made out of rose petals or clover leaves and, as you could imagine, it tastes absolutely disgusting and the smoke is horrible. Actors have said that they needed training in order to keep their eyes open during scenes where they smoke, like in Peaky Blinders or Mad Men, because the smoke is so strong.
