I seem to recall that on a game show themed video of their policies back in October 2009, it was stated that smoking was allowed on balconies with the doors closed, but I guess they mean cigarettes as opposed to cigars.
2007 - Majesty of the Seas (Bahamas)
2009 - Enchantment of the Seas (Western Caribbean)
2010 - Freedom of the Seas (Western Caribbean)
2013 - Golden Princess (Alaska, roundtrip from Seattle)