Do any of your relatives have health problems related to smoking? A recently deceased relative who died of a smoking-related illness? Tossing "normal" explanations aside, that's the most likely paranormal one I can think of. If was just another ghost, it would be a bit unusual for him or her to appear at work as well. It's unusual in either instance for this to be occuring to a co-worker while you're not around.
However, sticking with the paranormal explanation, it's possible you're dealing with more than one spirit. One at work, one at home, and tied to you somehow--probably a blood relation.
I don't claim any expertise, mind you. Just some intuitive leaps that you're free to use or discard.
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"The idea that money doesn't buy you happiness is a lie put about by the rich, to stop the poor from killing them." -- Michael Caine
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