A smoking ghost?

Last night, we invited ST & R over to watch the fight and hang out. We rarely ever have people over, D.'s just not into having company like I am. Anyway, we were all hanging out, munching on the good food I fixed (queso with hamburger & chips, chow chow & crackers and pineapple upside down cake) and watching the fight. ST went outside to smoke a cigarette and left her cigarettes and case on the table outside, or so she says. When she went back out to have another cigarette, they were gone!
We have looked everywhere for them. So unless R is playing a joke on her, things are getting very weird around here!