According to some veterinarians, it's bad for your dog. From a USA Today report:
Studies have shown that toxins in secondhand smoke can cause lung and nasal cancer in dogs and malignant lymphoma in cats.
"The evidence is striking," says Steven Hansen of the ASPCA's Animal Poison Control Center.
"Most veterinarians believe pretty strongly secondhand smoke presents a strong danger to dogs and cats with pre-existing respiratory problems," he says. "And extrapolating, why would you expose a healthy animal?"
Here's another side effect of smoking I've long pondered: We know smoking harms our senses of smell and taste, but could second-hand smoke also diminish a dog's ability to sniff out a pheasant? Who knows, but it can't help.