Queen Victoria detested the smell of tobacco and forbade anyone to smoke in her presence. This caused agonies to many in her household and family - including the future Queen Mary, who was a complete cigarette addict. However, the Queen changed her mind in her old age. She occasionally had a cigarette out of doors - to keep the insects away. There is, I believe, a photograph in existence showing her doing just that. I must admit I've never seen it, though.
Many of the younger generation of women in the 1890s took up smoking - but never in public. It was all about the 'New Woman' image and a sure sign of 'fin de siecle' rebellion. Women who smoked openly were considered 'fast'. Never were women seen smoking in the street if they valued their reputatons. But in private...
In a remarkable series of short films discovered in the last few years, taken by two entrepreneurial photographers at the turn of the last century, there are any number of Edwardian street scenes shown. Men are seen smoking - but never women. But open almost any novel of the time and you will find women smoking.
I am not at all shocked that one, if not all, of the Grand Duchesses enjoyed a cigarette on the quiet. They probably begged them from courtiers. Some of their expenditures have survived from pre-revolutionary years (strict accounts had to be kept) and nowhere can there be found purchases from tobacconists.
Nowadays, it seems, some people would rather they had snorted cocaine than having an occasional cigarette. We live, I fear, in strangely eco-facistic times.