Scifi, I only remember that...

[etmoviesb]

...characters need to smoke cigarettes to have breathable air.

I know it is really a little, but any idea?

[Jack]

There was something like that in Millennium

Millennium (1989) - Trailer (english)

[etmoviesb]

Not sure, I will try to see Millennium . The movie is set in another planet?

[Jack]

Parts of it are set in the future, which kind of looks like another planet. 

Check about 5:00 in.

Millennium (1989)Michael Anderson-PART 3 OF 7-with Kris Kristofferson-SCI FI CLASSIC

[rizo]

Not realy "Si-Fi" but in this old German flick "Momo"
there where "Grey men",... they had "time cigars" they needed to smoke to stay "in time" or they seized to exist.
Looks kind of like they need it to breath,....
Look at this Link at time 1:30:20 (fight about time cigars)
youtube.com/watch?v=8Q_JYYcBP2Q

[Khan]

Hi, I think you probabluy are refering to SCREAMERS, with Peter Weller.
I can't post links but check youtube  for "screamers" 1995 version

[etmoviesb]

Sorry for disappearing so long, it was definitely Screamers[1995]. However Millenium was also a nice flick, so thanks for sharing.