Smoking and unemployment

This paper estimates the effect of involuntary job loss on smoking behavior and body weight using German Socio-Economic Panel Study data. Baseline nonsmokers are more likely to start smoking due to job loss, while smokers do not intensify their smoking. Job loss increases body weight slightly, but significantly. In particular, single individuals as well as those with lower health or socioeconomic status prior to job loss exhibit high rates of smoking initiation.

That is from the paper "Does Job Loss Make You Smoke and Gain Weight?" by Jan Marcus (March 2012). 

Kriegbaum et al (2011) find a similar result regarding job losses: "the numbers of job losses and of broken partnerships were both inversely associated with probability of smoking cessation."