The authors assessed the association between smoking and situational cues, including affect, in real-world contexts. Using ecological momentary assessment, 304 smokers monitored ad-lib smoking for 1 week, recording each cigarette on palm-top computers. Generalized estimating equations contrasted 10,084 smoking and 11,155 nonsmoking situations. After controlling for smoking restrictions, smoking was strongly related to smoking urges and modestly related to consumption of coffee and food, the presence of other smokers, and several activities. Smoking was unrelated to negative or positive affect or to arousal, although it was associated with restlessness. Thus, in daily life, affect appears to exert little influence over ad-lib smoking in heavy smoking adults.