Vail has no cigar lounge and no bar patio where lighting up is automatically allowed. What it does have is a handful of outdoor picnic decks scattered across Vail Mountain, reachable only by lift, where a cigar is realistic in practice even though none of them is an official smoking area. Knowing the town's smoking rules first makes it obvious why the decks, not the village bars, are the answer.
The rules that decide where you can light up
Vail Code 5-4-2 defines smoking as lighting or possessing a lit cigarette, cigar or pipe. Colorado's indoor clean air act bars smoking in public buildings and within 15 feet of a business's main entrance, and Eagle County bars it in chairlift and gondola lines and on any bar or restaurant patio.
That county rule is the one that rules out the obvious spots: a firepit patio at a hotel bar or restaurant is still a patio, so a cigar isn't automatically welcome there just because there's a fire going. On the mountain, smoking is prohibited on the lifts and discouraged elsewhere because of fire danger. Whether an individual venue allows cigars beyond that is its own call, so ask before lighting one.
Decks on Vail Mountain
A set of picnic decks scattered across the mountain are shared, bring-your-own spots rather than restaurants, and nothing published addresses cigars specifically. Treat them as unofficial: smoke well clear of other guests and of lift lines, and pack out everything you bring in, including the butt. Reaching any of them means buying a lift ticket and, for most, skiing or riding in, so this is really a winter option. Lifts close in the afternoon (as early as 4 p.m. in spring), and you need to be off the mountain by then.

Belle's Camp, Blue Sky Basin
Belle's Camp is Vail's farthest outpost in Blue Sky Basin: plenty of outdoor seating, 360-degree views, water and restrooms on site, and several public grills for cooking your own burgers and hot dogs. It's the most developed of the picnic spots, which also makes it the busiest. If you are heading out, see how to get to Blue Sky Basin.

Hawks Deck
Hawks Deck sits where the Mountain Top, Northwoods and High Noon Express lifts (chairs 4, 11 and 5) meet. It overlooks Sun Down Bowl with views across to Blue Sky Basin, has several picnic tables, restrooms nearby, and food from Buffalo's a short ski away. It's a busy meeting spot, which is the trade-off if you want somewhere quiet.

Henry's Hut and Dogtown Deck
Across the snow from Buffalo's, Henry's Hut and Dogtown Deck is a small deck for people who packed their own snacks, and overflow seating when Buffalo's is full. Ski Patrol and its avalanche dogs meet guests here for a Sunday "Dine with the Dogs" lunch, so expect a crowd on those days. Sitting right next to a busy restaurant makes it a poor pick if privacy matters.

Jebbie's Deck
Jebbie's Deck is under the Avanti Express lift (chair 2) at the base of the Avanti run. It has several picnic tables, gets a lot of sun, and is highly visible from the lift, so it draws attention. The deck is named for a longtime local ski instructor.

Steady's Deck
Just off Avanti Express, head west along the ridge to find Steady's Deck, tucked into the trees at the top of the Pickeroon run. It tends to be less busy and more private, with views of the Gore Range — the closest thing on the mountain to a quiet spot.

Windows Deck
Windows Deck is tucked into the woods just past the gate to Windows and east of Wildwood. It has views of the Mount of the Holy Cross and Sun Down Bowl, several picnic tables, and more privacy from mountain traffic than the other decks. The easiest approach is Wildwood Express (chair 3) or Sun Down Express (chair 17), then skiing around the front or back of the Wildwood restaurant. Nearby, Wildwood Smokehouse is a winter-only barbecue stop if you need food or facilities. The full picture of what is open on the mountain is in the guide to on-mountain dining.
A smaller Game Creek Bowl Deck at the base of the bowl is protected from wind and rarely occupied.
Cigar bars and shops
Vail's own dining and nightlife listings show no dedicated cigar bar or lounge in Vail Village or Lionshead, so a cigar in town means one you brought yourself, smoked where a venue permits it. Lionshead Liquors and Alpine Wine and Spirits sell wine and spirits but don't advertise cigars or a humidor. A Bachelors Lounge cigar room is sometimes mentioned at The Ritz-Carlton, Bachelor Gulch, about 20 minutes from Vail, but it isn't among that hotel's current dining venues, so call ahead before making a special trip for it.