When it comes to someone hating it but trying their best to be polite about it, there's Barbara Rhoades in LADY IN WAITING.
During A FRIEND IN DEED when Columbo shows up in Deputy Commissioner Halperin's car and he's looking for the cigar under the seat. Love this scence. "Come here you little rascal." (Also, check out the reactions on the faces of the cop in the front seat)
Then there is Louise from "Agenda for Murder"
"Don't you dare" "Was it you??" Referring to Columbo's unlit cigar. The night before someone smoked a foul-smelling cigar "IN Mr. Finch's office"
During Try and Catch Me he not only lights up in Abagail Mitchell's house, but he leaves the cigar ash in the sand near the front door, ticking off the maid in the process.
This is a little off the subject, but in A Trace of Murder Calvert tells him that he gnaws on it like a beaver and gives him a proper cigar cutter.
In "Double Shock" when Mrs. Peck blasts Columbo when he drops the ashes, and then tries to wipe it out, in the gym area where Clifford Paris was found dead. Also in "Negative Reaction" when Columbo goes to see Mr. Glescko and while he is waiting he puts the ashes in his coat pocket.