A cigarette is commonly held to be a small tube of tobacoo. Tobacco is an American plant. If by dark ages you mean the European late antiquity/early medieval era, then no, they did not. Cigarettes appeared in Europe around the early 19th century, though a sort of precursor was in use in the European colonies of the Americas as shown by Goya's painting La Cometa (The Kite) in 1778.

...Did a "dark age" based TV show or movie show a cigarette? I mean, Vikings is all over the place, specifically in armor and architecture, but I didn't think it was that bad....