Strangely, using them during filming, without the nod from Camel, Marlboro, and the like, could be considered copyright infringement (you'd think that they'd be happy with the free publicity, but nah)
Kugiyama K, Yasue H, Ohgushi M, Motoyama T, Kawano H, Inobe Y, et al
Bullen C, Howe C, Laugesen M et al
Here is some information regarding the allowances in some of the most commonly inquired about countries, along with useful links for any further questions you may have: United States Customs and Border Protection, which manages entry procedures into the U.S., states that if you are returning to the US, you can bring up to 200 cigarettes and 100 cigars for personal use