"Sin taxes" (taxes on booze & tobacco) are much, much higher in Canada. Cigarette smuggling from the U.S. is a big business.
A guy that I knew got arrested on his third trip with a RV filled with cigs. They confiscated the camper and threated him with 10 years. He rolled on his cananadian accomplices and got nothing but an official "never come to Canada again". The real kicker is...It wasn't his RV, so he got off with nothing.