Possible Clues:

• Famed mid-1990s racehorse
• Groucho Marx fixture
• US wonder horse that was a real smoker!
• Exploding joke item
• Groucho prop
• The American serviceman turns up in his automobile, smoking
• Soldier climbs back into vehicle for a smoke
• Roll of cured tobacco
• Tragically without a match, has to return a smoke
• How the American solider comes back in his smoking motor