Why cigars in particular? The stereotypical cigar-chewers are fat-cat politicians, gangsters, and greedy businessmen. Where did this come from?
My guess would be that cigars don’t indicate sleaziness, but instead connote success–although that success might not be morally justified.
Cigars have typically always been expensive luxury items; in my files, I have a reprint of a 1904 advertisement for Henry Clay cigars, showing prices for the line ranging from 15 to 50 cents. Not much in today’s money, but you can imagine that even 15 cents was a lot then. Today’s expensive luxury cigars cost between $10 and $40 each, depending on jurisdiction and taxation; and some can go even higher–the most expensive I’ve seen at regular retail, as opposed to special auctions, is $90 Canadian. That was for a Cuban Montecristo A, for those who are interested.
So your fat-cat politicians, gangsters, and greedy businessmen smoking cigars are showing that they can afford these luxury items, but are likely doing so (in your examples) through graft and corruption, crime, and exploiting the workers, respectively. Sleazy activities to be sure, but I would say that cigar smoking in itself does not indicate sleaziness. Just wealth.
Sleazy? Not so - or at least, not always!
http://www.historyplace.com/kennedy/jfkpix/63/cigarthp.jpg
http://www.cigarblognetwork.com/wp-content/uploads/2006/07/WinstonChurchill.jpg
If anything, cigars have escaped being demonized to the same level as cigarettes, and the latter are evolving into standard “bad guy” accessories in movies.
And Cigarette Holders are associated with–Sexually promiscuous and/or decadent women.
Why?
I think it’s specifically the flamboyantly long cigarette holder that’s associated with “fast” women. Perhaps it’s because the very noticeable long holder is defiantly drawing additional attention to the fact that a woman is smoking a cigarette, which still raised some eyebrows several decades ago.
I have a temperance manual from 1917 that quotes an ad for a box of cigars, a quart of whisey, and revolver on sale for $3.48. (Who would want to buy cigars, whiskey and a revolver at the same time beats me.) Anyhow, the negative cigar thing would antedate 1917.
That’s an interesting point. Here’s a history of the bureau…
As someone once said, ATF should be a convenience store, not a government agency. 
Not cigars. *Cheap *cigars.
Good, expensive cigars have typically been associated with the good life. In fact, I think it’s about time for one right now!
What on earth is a “temperance manual”? It doesn’t sound like the sort of catalog that would offer whiskey for sale.
I would. One-stop shopping is great in these days of $3 a gallon gas.
Shoot, a fella could have a pretty good weekend in Vegas with all that stuff.
It’s a little book put out by some sect opposed to alcohol that details various arguments against alcohol, including what the sect considers to be depraved examples of what happens to a society that allows drinking.
And the condoms and gold coins. Can’t forget them, Major Kong!
Because they’re big and smelly? (Granted, some of them, the herbal kind, or whatever, smell okay).
I would think part of it would be the Cuba connection. With the trade embargo the US has on Cuba, what is the first thing most people would think of as being prohibited…cigars. Hence the connection (on film at least) that cigars = bad. Or I could be way off base. 
But wasn’t the stereotype around long before then? Castro didn’t come in until what-the late 50s?
Very well could have been. Like I said, I could be way off base.