This is a delightfully-titled Howard De Coursy Pathe clip from 1938 called 'Going Gay'
I've been looking everywhere for another old clip. I think it's also Howard De Coursy (but I may be wrong) - in which he lights a cigarette, has a drag on it, and throws it away. Then, when he looks at his hand, there's a new lighted fag. And then everytime he tries to throw one away, new ones appear - often in both hands. He ends up with a dozen in his mouth, about five in each hand and one in each ear - along with a load of stubbed out snouts at his feet.
It's one of the funniest visual gags I've ever seen, and it was on some long-forgotten TV documentary years ago.
Any signposts to it would be welcome.