I find this topic particularly interesting, especially how different states in the US have different prices for cigarettes. Here's some articles and reports about it.

https://priceonomics.com/new-yorks-enormous-cigarette-smuggling-trade/

http://www.huffingtonpost.com/2014/04/03...tm_medium=email

http://object.cato.org/sites/cato.org/files/pubs/pdf/pa468.pdf

http://www.library.unt.edu/gpo/acir/Reports/policy/a-65.pdf

It was a big money maker for Henry Hill and Jimmy Burke according to Wiseguy, which details how they smuggled cigarettes. According to that last report a soldier in the Colombo family was a big player in it as well as Gigante.