Getting a guard to hand over a cigarette

You are locked in a cell with nothing to offer in exchange. How could you force a guard to give you a cigarette?

Create a credible threat the guard wants to avoid. The classic answer is to tell the guard that unless you get a cigarette you will bang your head against the wall and then claim the guard beat you; the guard's cheapest way out is to hand one over. The puzzle tests lateral thinking about incentives: with nothing to give, you change what the other side stands to lose.