Your mileage may vary, but I found something that helps get the cigar odor out of the car better than other air fresheners.

I've hung or put in the vent about every smell of air freshener there is in my car. Some help more than others but none made it to when the family got in they wouldn't smell a hint of cigar under a pine tree (or place your own freshener smell here) Last week, I was going to toss a used up Yankee Candle air freshener jar that my wife had. I noticed it looked like little wartersorb beads in there so I salvaged it and filled it with Febreze extra strength. Set it in the car, and didn't think twice. This morning, my wife moved my car so my Daughter could get out. I asked her how bad the smell was. Keep in mind I had put a cigar out right as I got home yesterday and rolled up the windows because of the snow. She says nothing, as in no cigar smell. I ask again to be sure, she says yes, I didn't smell anything why??? I say no reason, just asking.