Once, he made a bet with her that he could measure the weight of smoke. You mean, weigh smoke? Exactly. Weigh smoke. You can't do that. It's like weighing air. I admit it's strange. Almost like weighing someone's soul. But Sir Walter was a clever guy. First, he took an unsmoked cigar and put it on a balance and weighed it. Then he lit up and smoked the cigar, carefully tapping the ashes into the balance pan. When he was finished, he put the butt into the pan along with the ashes and weighed what was there. Then he subtracted that number from the original weight of the unsmoked cigar. The difference was the weight of the smoke.
(Excerpt from transcript of 1995 movie Smoke)