Making cigarettes illegal would do more harm then good.
Dealers would see the sudden need for an illegal way to obtain cigarettes, and take advantage of it. They'd make cheap ones, using even more dangerous chemicals, and sell them for more than they are sold for now, and we'd buy them, because of how addictive nicotine is.
Same if they made alcohol illegal. Dealers would start to sell it. And we all know how dangerous dealers can be. It would also cause an rise in the amount of dealers out there, and how active they are. Which could cause problems for the police.
Plus, since when did you need to close down a whole shop to stop people from buying one product?
EDIT: Ah, you're 10 I see. You'll understand all of this fully when you grow older.