The tip of the cigarette burns at a hot 1700° F when the smoker inhales. In between puffs, it burns at a cooler temperature.
Moisture in the tobacco and from humectant additives turns into steam at these temperatures. The steam and hot temperatures create a mini steam-distillation laboratory at the end of the cigarette. When the contents of the cigarette burn, they turn into new chemicals. Some of those chemicals are rearranged into still more new chemicals by this steam laboratory, the pyrolysis zone. All of these chemicals are part of the resulting smoke.
"There are reactive metal fragments in a burning cigarette, as well as ammonia fumes, the paint stripper chemical acetone, hydrogen sulfide, methane, hydrogen cyanide, nitric oxide, formaldehyde, mosaic virus, and over 1,000 other delights, ranging from irritants to poisons, nerve gases to mutagens, and lots and lots of carcinogens. ...the lit cigarette makes them itself....
"The newly-created poison chemicals don't plop off in individual molecules once they're created. Rather, in the smoke stream you see slowly curling away, the chemicals clot together in what look like little tennis balls. They are extremely small, just 1/5 micron in diameter on average....About 200 billion of these clotted chemical balls bounce out of a cigarette while smouldering between two puffs, a release rate of 6 billion per second. Being hollow the chemical balls float, which is why cigarette smoke goes up, not down. In those vast numbers few of the balls will be identical. Some might be especially rich in the embalming fluid formaldehyde that's synthesized in the hot cigarette; others will be built more of ammonia and acetone. Once your guest's cigarette has burnt to the halfway point, miniature tennis balls that are especially rich in hydrogen cyanide will be bouncing out."[1]
[1] book: David Bodanis, The Secret House, Simon & Schuster, New York, 1986, p. 184.