How would you train a dog to be a cigarette smoker?

Somehow "why" seems a more interesting question than "how."

I remember seeing it in an old tv show and wondered how they did it.

First you would have to destroy a major portion of the dog's brain.
Dogs are too smart to do something like that.

Would you recommend full brain surgery or would a blunt blow to the head suffice?

It's fairly easy to train young humans to acquire a tobacco addiction.
What seems to work best is to convince them that they will look cool
and mature and will score with the opposite sex if they smoke
cigarettes. Perhaps this method would work with dogs, if only one
could find the right advertising medium.

Maybe if you got a cartoon dog to advertise cigarettes. Be sure to
post the ads on trees and fire hydrants.

I have an uncomfortable image of Scooby-Doo puffing on a Camel.

Yes, of course you could. You could also train them to play poker: 
Dogs Playing Cards paintings by Cassius Marcellus Coolidge
<http://members.aol.com/elvers/dogs/dogsplay.html> 
(The one on the top right picture is obviously smoking a cigar while playing poker)

Seriously, I guess that it is either not a real cigarette, or that the
poor dog was first trained with something that attracts him (some
substance that dogs like to holding their mouth), until he got used to
it.

I saw, unfortunately, alcoholists whose dogs were already yearning
themselves for beer, so everything is possible: dogs usually avert
(rightly so) from alcohol, but those dogs probably saw, smelled and
licked alcohol so many times, that they identified this smell with
something that they loved, the poor ones, with their masters.

Some smoking dogs:

http://www.elaineluckpostcards.com/TOPICS%20WORKSPACE/DOGS%20FOLDER/DOGS%20IMAGES%20FOLDER/dj923.JPG

http://www.lileks.com/institute/dogs/smokedog1.jpg

http://petsfun.tripod.com/dogs/image/69.jpg

http://www.oplayo.de/images/o2g.gif

willie-ga

Here is an interesting (if disturbing) article about animals and smoking:

http://www.lcolby.com/b-chap9.htm