I recently purchased a second-hand tube mic from a dealer on eBay that turned out to be a pawn shop in Nashville. The entire package reeked of cigarette smoke, including the box and packing materials it was shipped in. The mic is fine and lost any trace of smell within a couple of days, but the foam inside the protective box that the mic comes in still smells like the mens room in a bar. I now know why "non-smoking home studio" is a selling point for used mics. I've got the foam liner in my car, trying to bake the smell out of it, hoping I don't just have to throw it away.
Generally, smoke isn't going to hurt a mic (although what others have noted above is certainly true). It's mostly just the aesthetics, especially for a vocal mic, which is going to be right under your nose. I suspect a lot depends on whether your state has outlawed smoking in public places (yet); if you perform in a venue that allows smoking, chances are everything you own will smell the same.
I can't believe I used to smoke....
Mark H.