There's still an underground cigarettes market in my country. It helps that we (a EU country) have a land-border with some other non-EU countries, we have very high taxes on cigarettes (compared to our revenues, at least), they don't, it's only natural that money will find a way.
The authorities do announce "contraband cigarettes captures" every week or two but I'm pretty sure that's just scratching the surface. They've recently also managed to "capture" an An-2 (great plane) on its way back from a contraband run, pretty cool.
[1] https://www.digi24.ro/stiri/actualitate/evenimente/un-avion-...