I thought it'd be fun to have a topic devoted to smoke in cocktails.
Smoke can be introduced into cocktails via different means. Through ingredients is the obvious way, for example with the use of a smoky mezcal or peaty scotch (Laphroaig etc). Or indirectly with a smoked food item such as the bacon that is used to "fat-wash" whiskey in the Benton's Old Fashioned.
Other cocktails involve setting herbs (rosemary works well for that purpose) or spices (cinnamon for example) on fire and capturing the aromatic smoke.
Lastly, wood chips can also be used to impart a smoky flavor to a drink.
Here is an example of that technique. Loves Rival (Tim Robinson via Gaz Regan) with Michter's US-1 single barrel straight rye whiskey, Martini Gran Lusso, Boy Drinks World grapefruit bitters, cherry & yuzu smoke (substituted for applewood & lemon rind).
I don't own a smoking gun so I just set the wood chips on fire, grated the yuzu on top and captured the resulting smoke in my cocktail shaker before I shook the drink.