CIGARETTES FOR ANXIETY REDUCTION. “Many report that they smoke to relieve anxiety … researchers observed that low doses of nicotine and a nicotinic receptor blocker had similar effects to reduce anxiety-like behavior in an animal model. They found that inactivation of beta2 subunit, a specific sub-class of nicotinic receptors that bind nicotine, appears to reduce anxiety. ”
http://www.news.vcu.edu/article/Researchers_Find_Why_Nicotine_in_Cigarettes_May_Relieve_Anxiety