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John Steed's Biography
...information from the episodes - smoking
Steed is smoking in:  
Series 1 episodes (based on Leonard White's scrapbook and photos from the reconstructions)

Hot Snow
Brought to Book
Square Root of Evil
Crescent Moon
Girl on the Trapeze
Diamond Cut Diamond
The Radioactive Man
Ashes of Roses
Hunt the Man Down
Please Don't Feed the Animals
Dance with Death
One for the Mortuary
The Springers
The Frighteners

The Yellow Needle
Death on the Slipway
Double Danger
Toy Trap
Tunnel of Fear
The Far Distant Dead
Kill the King
Dead of Winter
The Deadly Air
A Change of Bait
Series 2 episodes                           

Mission to Montreal                         
Dead on Course
The Sell-Out
Death Dispatch                                
Propellant 23
Mr Teddy Bear                           
The Decapod 
The Removal Men
The Mauritius Penny
Death of a Great Dane

Death on the Rocks
Traitor in Zebra
The Big Thinker
Immortal Clay
Box of Tricks
The Golden Eggs
School for Traitors
The White Dwarf
Man in the Mirror
Conspiracy of Silence
A Chorus of Frogs
Six Hands Across a Table
Killer Whale
Series 3 episodes

Brief for Murder
The Nutshell
The Golden Fleece
Death à la Carte
Man with Two Shadows
Don't Look Behind You
The Grandeur that was Rome
The Undertakers
Death of a Batman
Build a Better Mousetrap
November Five
Second Sight
The Secrets Broker
The Gilded Cage
The Medicine Men
The White Elephant
Dressed to Kill
The Wringer
The Little Wonders
Trojan Horse
The Outside-In Man
The Charmers
Esprit De Corps
Lobster Quadrille
Series 4 episode

Room Without a View
Series 5 episode

The £50,000 Breakfast