Back in February, 1938 Camel ran this ad in Popular Science, promising that smoking their cancer-sticks would make you a better sniper — er, "expert marksman."
See also: Allen Ginsberg's "Put Down Your Cigarette Rag"
Update: David uploaded a couple great radio ads for cigs: Camels, Philip Morris. David notes, "I particularly enjoyed the claim that doctors recommend a certain brand
of cigarettes for sore throat sufferers."