Occasionally, you see it stated that Rod Serling held a cigarette in most, if not all, of the TZ episodes in which he appeared. Sometimes memory plays tricks on us, though. Rod physically appeared in 121 of the original 156 TZ episodes, and according to my count, he held a cigarette in 28 -- less than 25 percent. (If I missed any, please tell me!)

Episodes where we see Rod holding a lit cigarette:

1. "A World of His Own" (episode #36)
2. "Nick of Time" (ep #43)
3. "A Most Unusual Camera" (ep #46)
4. "The Invaders" (ep #51)
5. "Mr. Dingle, the Strong" (ep #55)
6. "Will the Real Martian Please Stand Up?" (ep #64)
7. "The Obsolete Man" (ep #65)
8. "Two" (ep #66)
9. "The Arrival" (ep #67)
10. "A Game of Pool" (ep #70)
11. "One More Pallbearer" (ep #82)
12. "Showdown with Rance McGrew" (ep #85)
13. "The Last Rites of Jeff Myrtlebank" (ep #88)
14. "The Little People" (ep #93)
15. "Four O' Clock" (ep #94)
16. "Hocus-Pocus and Frisby" (ep #95)
17. "The Dummy" (ep #98)
18. "Young Man's Fancy" (ep #99)
19. "I Sing the Body Electric" (ep #100)
20. "Of Late I Think of Cliffordville" (ep #116)
21. "In Praise of Pip" (ep #121)
22. "A Kind of a Stopwatch" (ep #124)
23. "The Old Man in the Cave" (ep #127)
24. "Uncle Simon" (ep #128)
25. "The 7th Is Made Up of Phantoms" (ep #130)
26. "A Short Drink from a Certain Fountain" (ep #131)
27. "Queen of the Nile" (ep #143)
28. "Stopover in a Quiet Town" (ep #150)

Honorable mention: In "The Hunt" (episode #84), it looks like Rod is rolling a cigarette, or at least pretending to be. (Compare his hand motions with those in the cigarette-rolling scene in "Showdown With Rance McGrew.") A little backwoods humor, I suppose.

Rod holds a cigarette at the beginning of "The Obsolete Man," but not at the end. This is one of only two episodes where we see Rod at the beginning and end of the episode (the other is "The Fugitive"). In "A World of His Own" (#1 on this list), we see him at the end of the episode, but not at the beginning.