Natural tobacco will go out on its own unless it is being puffed on. Some cigarette makers put a chemical on the tobacco to keep it burning. They do this to cause your cigarette to keep lit while it's sitting on the ashtray. They do it to make their bottom line go up. This practice is also the cause of lots of house fires. I smoked from the age of 14 until the age of 19, then quit cold turkey with no problem quitting at all. I know lots of smokers but I don't really care to get too close to them as they stink to high heaven.