[jonah]

An Altoids or other metal mint tin would be a small, readily available and, non-flammable alternative.

[mouse_]

Nope, needs to be something intended to be airtight. An altoids tin would still make you stink. Film canister would work, but I would personally worry about the chemicals if I intended to finish the cigarette. Personally, I use the little tubes cannabis pre-rolled joints come in.

[Larrikin]

They make pocket ashtrays for the very specific purpose of keeping cigarette butts in until they can be disposed of properly.

They were a pretty common site in Tokyo until they made outdoor smoking illegal in public areas except in designated areas around the city.