Yugoslavia used to have great tobacco. Not that you'd find it in regular cigarettes - it was mostly traded, at a ratio of 4:1 to 10:1 for cheaper tobacco that the industry used.
There were ways, though, whereas you could get some really good škija from Herzegovina, oft disguised as pipe tobacco. For about a decade, 1976 to 88, I smoked only that. And some leftover cigarette paper, that wasn't sold to Philip Morris from the factory in Rijeka would find its way into some kiosks, or later into the market (I mean market as the place where they sell cucumbers).
For a while, mostly throughout the nineties, there was even tobacco from Vojvodna, same 50g package as for the pipe tobacco, which wasn't scented and was cut thinner for rolling. Either way, it had cost a quarter of the regular cigarettes' price, or even cheaper.
Nowadays it's near impossible to get domestic tobacco at a kiosk. Import, yes, and that's only perhaps one or two brands, the most frequent being the dutch Samson, in the same old 50g package which is now increased to 40g, and doesn't taste half as good as it used to in the seventies. Both local factories which made rolling tobacco (one in Croatia) are either bankrupt or bought off to be closed, like most of the industry in recolonized countries is.
Update 2012: just a couple of days after writing this article, we found good virginia-type cigarette tobacco on the market. It's bloody cheap - 600 RSD for 500g, which comes down to about 0.21€ per pack if you roll your own. Actually the saving is more than that, because this is pure tobacco, no chemistry involved, no additives to make it burn faster. A standard cigarette burns out in about 3 minutes; a roll-your-own usually takes 6. And if you don't know how to roll, they sell the little gadget, no larger than a pocket torchlight, and paper with filter rolls, and this burns for almost 10 minutes.
Update, mid-2015: the state apparatus is cracking down on the tobacco resellers; some arrests were made, including one cop (doesn't say which brand of a cop). The tobacco all but vanished from the stalls. Starting last winter, they weren't even keeping it on the market, but left it nearby and went to pick it when there's a customer. Now there's just none.
There's rolling tobacco in kiosks now, but it isn't any cheaper than regular cigarettes, and the quality is probably just the same.