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The lungs are designed to exchange gases between the air we breathe and our blood. To do this, we breathe air in through our nose where it is filtered, warmed, and humidified on its way down the windpipe into the lungs. Air enters each lung though a large tube (bronchi), which then splits into many smaller airways (bronchioles) that bring the air into small airsacs (alveoli).
The structure of each lung is similar to a bunch of grapes with one large stem branching into smaller and smaller stems each ending in a cluster of "grapes," or air sacs. The air sacs, or alveoli, allow oxygen to move through their very thin walls into the blood. Carbon dioxide then moves from the blood into the alveoli and lungs, and is exhaled.
Smoking causes problems in this system at a number of different places. Smoking has damaging effects on both the airways and on the alveoli. In order to get the nicotine from the cigarette into the blood, smoke from a cigarette must be inhaled directly into the lungs where it damages many sensitive tissues. Because the lungs contain more air in them than a single inhale and exhale can replace, a smoker's breath continues to smell of cigarettes even after the cigarette is smoked. This contributes to what is called "smoker's breath."
Napier, K. (1996). Cigarettes: What the warning label doesn't tell you. New York: American Council on Science and Health